+193.4%
GILD vs ABCL
-82.1%
+275.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -0.9% |
| 7D | -4.8% | -4.7% | -0.1% | -4.6% |
| 30D | +5.8% | +5.2% | +0.6% | +5.5% |
| 3M | +14.9% | +106.6% | -91.7% | +10.9% |
| 6M | -0.4% | +198.4% | -198.7% | -5.7% |
| YTD | +18.5% | +218.4% | -199.9% | +11.5% |
| 1Y | +25.1% | +136.2% | -111.1% | +18.8% |
| 3Y | +105.9% | +103.2% | +2.7% | +92.6% |
| 5Y | +143.0% | -42.7% | +185.6% | +130.4% |
| All | +193.4% | -82.1% | +275.6% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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