+316.4%
ARM vs GILD
+104.6%
+211.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.2% |
| 7D | +5.0% | -4.8% | +9.9% | +5.4% |
| 30D | -2.6% | +5.8% | -8.4% | -3.2% |
| 3M | -22.6% | +14.9% | -37.6% | -23.9% |
| 6M | +120.5% | -0.4% | +120.8% | +120.6% |
| YTD | +142.2% | +18.5% | +123.7% | +138.7% |
| 1Y | +71.2% | +25.1% | +46.0% | +67.7% |
| All | +316.4% | +104.6% | +211.8% | +320.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling