+489.1%
DDOG vs GILD
+181.2%
+307.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | +3.9% | -4.8% | +8.7% | +4.5% |
| 30D | -8.2% | +5.8% | -14.0% | -8.9% |
| 3M | -5.6% | +14.9% | -20.5% | -7.3% |
| 6M | +73.5% | -0.4% | +73.9% | +73.2% |
| YTD | +62.7% | +18.5% | +44.1% | +57.4% |
| 1Y | +59.0% | +25.1% | +33.9% | +52.5% |
| 3Y | +117.1% | +105.9% | +11.2% | +89.2% |
| 5Y | +61.3% | +143.0% | -81.7% | +32.3% |
| All | +489.1% | +181.2% | +307.9% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling