+14.6%
COST vs GILD
+40.5%
-25.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.5% |
| 7D | +7.1% | +1.2% | +6.0% | +6.8% |
| 30D | +14.1% | +16.2% | -2.1% | +11.2% |
| 3M | +13.3% | +27.9% | -14.6% | +8.9% |
| 6M | +5.2% | +27.1% | -21.9% | +1.1% |
| YTD | +24.3% | +39.0% | -14.7% | +20.4% |
| 1Y | +14.6% | +40.1% | -25.4% | +11.0% |
| All | +14.6% | +40.5% | -25.9% | +11.0% |
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