+65.2%
ALAB vs GILD
+36.9%
+28.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.9% | +9.7% |
| 7D | +7.2% | +3.6% | +3.6% | +8.6% |
| 30D | -2.5% | +14.6% | -17.1% | +2.1% |
| 3M | -13.3% | +17.7% | -31.0% | -8.1% |
| 6M | +172.8% | +3.1% | +169.7% | +183.1% |
| YTD | +86.6% | +24.5% | +62.1% | +92.0% |
| 1Y | +65.2% | +37.4% | +27.8% | +68.4% |
| All | +65.2% | +36.9% | +28.2% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling