+30,425.5%
CAT vs GILD
+39,041.2%
-8,615.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +0.6% | -4.2% | +4.8% | +1.2% |
| 30D | -4.5% | +6.7% | -11.2% | -5.4% |
| 3M | -5.8% | +20.0% | -25.8% | -8.3% |
| 6M | +12.7% | -1.3% | +14.1% | +12.7% |
| YTD | +41.4% | +19.4% | +21.9% | +37.7% |
| 1Y | +92.1% | +28.9% | +63.1% | +85.0% |
| 3Y | +197.5% | +110.3% | +87.2% | +167.2% |
| 5Y | +327.9% | +144.8% | +183.1% | +275.9% |
| 10Y | +1,140.8% | +164.4% | +976.5% | +972.7% |
| All | +30,425.5% | +39,041.2% | -8,615.7% | +17,170.6% |
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 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