+56,930.0%
GILD vs ALB
+2,640.9%
+54,289.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.1% |
| 7D | -4.8% | -6.6% | +1.8% | -3.6% |
| 30D | +5.8% | -8.1% | +13.9% | +7.3% |
| 3M | +14.9% | -25.7% | +40.6% | +20.8% |
| 6M | -0.4% | -29.5% | +29.1% | +4.7% |
| YTD | +18.5% | -16.2% | +34.7% | +19.6% |
| 1Y | +25.1% | +59.2% | -34.1% | +9.9% |
| 3Y | +105.9% | -33.7% | +139.6% | +101.8% |
| 5Y | +143.0% | -48.1% | +191.1% | +136.0% |
| 10Y | +162.4% | +75.4% | +87.0% | +67.2% |
| All | +56,930.0% | +2,640.9% | +54,289.2% | +16,755.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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