+3,847.4%
ANET vs GILD
+163.6%
+3,683.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.8% |
| 7D | +3.0% | -4.8% | +7.8% | +4.0% |
| 30D | -5.2% | +5.8% | -11.0% | -6.4% |
| 3M | +27.6% | +14.9% | +12.7% | +23.3% |
| 6M | +44.4% | -0.4% | +44.7% | +43.8% |
| YTD | +52.3% | +18.5% | +33.8% | +45.4% |
| 1Y | +30.4% | +25.1% | +5.3% | +22.7% |
| 3Y | +313.3% | +105.9% | +207.4% | +228.6% |
| 5Y | +810.0% | +143.0% | +667.0% | +566.9% |
| All | +3,847.4% | +163.6% | +3,683.8% | +2,685.9% |
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