-18.2%
AVGO vs GILD
+40.5%
-58.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.0% | -6.5% | -10.7% |
| 7D | -15.5% | +1.2% | -16.7% | -15.2% |
| 30D | -22.4% | +16.2% | -38.6% | -21.1% |
| 3M | -30.2% | +27.9% | -58.1% | -28.8% |
| 6M | -31.6% | +27.1% | -58.6% | -30.1% |
| YTD | -15.3% | +39.0% | -54.3% | -14.1% |
| 1Y | -18.2% | +40.1% | -58.3% | -16.5% |
| All | -18.2% | +40.5% | -58.7% | -16.5% |
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