+113.5%
CSCO vs GILD
+108.6%
+4.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.5% |
| 7D | +2.7% | -4.8% | +7.5% | +3.4% |
| 30D | -9.5% | +5.8% | -15.3% | -10.3% |
| 3M | -7.6% | +14.9% | -22.5% | -9.9% |
| 6M | +44.9% | -0.4% | +45.2% | +45.3% |
| YTD | +47.7% | +18.5% | +29.2% | +43.0% |
| 1Y | +69.1% | +25.1% | +44.0% | +61.7% |
| 3Y | +113.5% | +105.9% | +7.6% | +77.7% |
| All | +113.5% | +108.6% | +4.9% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling