+3,596.5%
CLS vs GILD
+18,842.9%
-15,246.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.3% | +6.8% |
| 7D | +10.9% | -4.8% | +15.8% | +12.3% |
| 30D | +2.1% | +5.8% | -3.7% | +0.4% |
| 3M | -10.2% | +14.9% | -25.1% | -14.0% |
| 6M | +30.4% | -0.4% | +30.7% | +29.5% |
| YTD | +17.2% | +18.5% | -1.3% | +11.1% |
| 1Y | +41.0% | +25.1% | +15.9% | +31.4% |
| 3Y | +1,338.0% | +105.9% | +1,232.1% | +1,041.7% |
| 5Y | +3,860.6% | +143.0% | +3,717.6% | +2,880.4% |
| 10Y | +3,160.1% | +162.4% | +2,997.7% | +2,220.9% |
| All | +3,596.5% | +18,842.9% | -15,246.3% | +510.4% |
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