+93.1%
ACN vs GILD
+163.6%
-70.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.6% |
| 7D | -1.5% | -4.8% | +3.3% | 0.0% |
| 30D | +2.1% | +5.8% | -3.7% | +0.3% |
| 3M | +11.1% | +14.9% | -3.8% | +6.7% |
| 6M | -6.8% | -0.4% | -6.5% | -6.9% |
| YTD | -30.0% | +18.5% | -48.6% | -34.1% |
| 1Y | -23.1% | +25.1% | -48.2% | -29.0% |
| 3Y | -40.4% | +105.9% | -146.3% | -54.0% |
| 5Y | -41.6% | +143.0% | -184.6% | -58.0% |
| All | +93.1% | +163.6% | -70.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GILD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling