-0.8%
CRM vs GILD
+142.1%
-143.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -4.4% | -4.8% | +0.4% | -3.4% |
| 30D | +28.1% | +5.8% | +22.4% | +26.7% |
| 3M | +48.8% | +14.9% | +33.9% | +44.7% |
| 6M | +28.3% | -0.4% | +28.6% | +28.0% |
| YTD | -6.0% | +18.5% | -24.5% | -10.5% |
| 1Y | +1.4% | +25.1% | -23.7% | -5.0% |
| 3Y | +11.8% | +105.9% | -94.0% | -11.3% |
| All | -0.8% | +142.1% | -143.0% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling