+1,708.0%
ASML vs GILD
+163.6%
+1,544.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.0% | -4.8% | +3.9% | +0.3% |
| 30D | -6.2% | +5.8% | -12.0% | -7.8% |
| 3M | -10.5% | +14.9% | -25.4% | -14.5% |
| 6M | +22.9% | -0.4% | +23.3% | +22.3% |
| YTD | +59.5% | +18.5% | +41.0% | +50.6% |
| 1Y | +112.6% | +25.1% | +87.5% | +96.9% |
| 3Y | +177.4% | +105.9% | +71.5% | +114.1% |
| 5Y | +107.3% | +143.0% | -35.7% | +47.9% |
| All | +1,708.0% | +163.6% | +1,544.4% | +1,140.9% |
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