-10.3%
CRM vs GILD
+45.3%
-55.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | -6.2% | +12.0% | -18.2% | -6.8% |
| 3M | +11.7% | +27.8% | -16.1% | +10.4% |
| 6M | +18.7% | +30.5% | -11.8% | +16.7% |
| YTD | -18.3% | +40.4% | -58.7% | -23.4% |
| All | -10.3% | +45.3% | -55.6% | -15.2% |
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