+15.2%
BABA vs GILD
+163.6%
-148.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -3.5% | -4.8% | +1.3% | -2.5% |
| 30D | -12.7% | +5.8% | -18.5% | -13.9% |
| 3M | -3.0% | +14.9% | -17.9% | -6.3% |
| 6M | -19.1% | -0.4% | -18.7% | -19.3% |
| YTD | -24.7% | +18.5% | -43.3% | -28.1% |
| 1Y | -29.0% | +25.1% | -54.2% | -33.3% |
| 3Y | +30.9% | +105.9% | -75.0% | +7.4% |
| 5Y | -30.9% | +143.0% | -173.9% | -46.0% |
| All | +15.2% | +163.6% | -148.4% | -14.7% |
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