+1,003.0%
BE vs GILD
+149.9%
+853.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.4% | +6.8% |
| 7D | +9.0% | -4.8% | +13.9% | +10.2% |
| 30D | +16.3% | +5.8% | +10.5% | +14.6% |
| 3M | +10.8% | +14.9% | -4.1% | +5.9% |
| 6M | +73.2% | -0.4% | +73.6% | +72.6% |
| YTD | +217.4% | +18.5% | +198.8% | +200.3% |
| 1Y | +309.8% | +25.1% | +284.7% | +280.2% |
| 3Y | +1,726.2% | +105.9% | +1,620.3% | +1,270.8% |
| 5Y | +1,306.2% | +143.0% | +1,163.2% | +863.6% |
| All | +1,003.0% | +149.9% | +853.1% | +645.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling