+105.9%
GILD vs ALC
-19.1%
+125.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.8% | -6.3% | +1.5% | -3.5% |
| 30D | +5.8% | -10.3% | +16.0% | +8.2% |
| 3M | +14.9% | -0.7% | +15.7% | +15.2% |
| 6M | -0.4% | -17.8% | +17.5% | +3.3% |
| YTD | +18.5% | -15.8% | +34.3% | +22.1% |
| 1Y | +25.1% | -16.7% | +41.8% | +29.0% |
| 3Y | +105.9% | -19.7% | +125.6% | +118.4% |
| All | +105.9% | -19.1% | +125.0% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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