+45.6%
BMY vs GILD
+45.2%
+0.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +2.1% |
| 7D | +6.0% | +9.6% | -3.6% | +1.7% |
| 30D | +9.1% | +20.6% | -11.5% | +0.6% |
| 3M | -2.6% | +29.7% | -32.3% | -12.6% |
| 6M | +13.1% | +33.1% | -20.0% | 0.0% |
| YTD | +23.0% | +44.7% | -21.7% | +7.3% |
| 1Y | +45.6% | +45.4% | +0.2% | +26.8% |
| All | +45.6% | +45.2% | +0.4% | +26.8% |
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