+2,770.9%
AVGO vs GILD
+163.6%
+2,607.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +1.1% | -4.8% | +6.0% | +2.3% |
| 30D | -13.0% | +5.8% | -18.8% | -14.3% |
| 3M | -6.0% | +14.9% | -20.9% | -9.6% |
| 6M | +6.4% | -0.4% | +6.7% | +5.9% |
| YTD | +5.0% | +18.5% | -13.6% | -0.3% |
| 1Y | +1.4% | +25.1% | -23.7% | -5.4% |
| 3Y | +336.8% | +105.9% | +230.9% | +244.7% |
| 5Y | +698.2% | +143.0% | +555.2% | +487.8% |
| All | +2,770.9% | +163.6% | +2,607.3% | +1,876.0% |
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