+6.1%
CVNA vs GILD
+142.1%
-136.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -7.3% | -4.8% | -2.5% | -5.9% |
| 30D | -4.6% | +5.8% | -10.4% | -6.4% |
| 3M | +2.0% | +14.9% | -13.0% | -2.9% |
| 6M | +11.7% | -0.4% | +12.1% | +11.6% |
| YTD | -18.1% | +18.5% | -36.6% | -23.3% |
| 1Y | -2.4% | +25.1% | -27.5% | -10.8% |
| 3Y | +580.6% | +105.9% | +474.7% | +356.4% |
| All | +6.1% | +142.1% | -136.1% | -50.0% |
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 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