+2,162.7%
CMCSA vs GILD
+38,746.6%
-36,583.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -4.9% | -4.8% | 0.0% | -4.1% |
| 30D | -1.1% | +5.8% | -6.8% | -2.0% |
| 3M | +6.6% | +14.9% | -8.4% | +4.0% |
| 6M | -15.5% | -0.4% | -15.1% | -15.5% |
| YTD | -6.7% | +18.5% | -25.2% | -9.5% |
| 1Y | -15.6% | +25.1% | -40.7% | -19.0% |
| 3Y | -33.7% | +105.9% | -139.6% | -41.9% |
| 5Y | -46.6% | +143.0% | -189.6% | -54.6% |
| 10Y | +7.1% | +162.4% | -155.2% | -11.4% |
| All | +2,162.7% | +38,746.6% | -36,583.9% | +776.6% |
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