+63.9%
CSCO vs GILD
+36.9%
+27.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -0.7% | +3.6% | -4.3% | -0.6% |
| 30D | -10.1% | +14.6% | -24.7% | -9.9% |
| 3M | -15.7% | +17.7% | -33.3% | -15.6% |
| 6M | +36.3% | +3.1% | +33.1% | +39.8% |
| YTD | +43.8% | +24.5% | +19.3% | +45.5% |
| 1Y | +63.9% | +37.4% | +26.6% | +66.0% |
| All | +63.9% | +36.9% | +27.0% | +66.0% |
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