+185.5%
GILD vs ALC
+16.1%
+169.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.8% | -6.3% | +1.5% | -3.4% |
| 30D | +5.8% | -10.3% | +16.0% | +8.3% |
| 3M | +14.9% | -0.7% | +15.7% | +15.1% |
| 6M | -0.4% | -17.8% | +17.5% | +3.6% |
| YTD | +18.5% | -15.8% | +34.3% | +22.3% |
| 1Y | +25.1% | -16.7% | +41.8% | +29.3% |
| 3Y | +105.9% | -19.7% | +125.6% | +112.6% |
| 5Y | +143.0% | -19.8% | +162.8% | +147.8% |
| All | +185.5% | +16.1% | +169.3% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling