+24.3%
BMY vs GILD
+142.1%
-117.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -4.8% | -4.8% | +0.1% | -2.8% |
| 30D | -0.1% | +5.8% | -5.9% | -2.2% |
| 3M | +13.1% | +14.9% | -1.8% | +7.0% |
| 6M | +8.4% | -0.4% | +8.8% | +8.2% |
| YTD | +22.0% | +18.5% | +3.4% | +13.5% |
| 1Y | +40.3% | +25.1% | +15.2% | +27.4% |
| 3Y | +20.5% | +105.9% | -85.4% | -10.1% |
| All | +24.3% | +142.1% | -117.8% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling