+45.4%
GILD vs ALHC
-51.4%
+96.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.1% | -6.0% | +4.4% |
| 7D | +9.6% | -0.5% | +10.1% | +9.6% |
| 30D | +20.6% | -4.2% | +24.9% | +20.5% |
| 3M | +29.7% | -39.8% | +69.5% | +28.7% |
| 6M | +33.1% | -57.7% | +90.8% | +31.6% |
| YTD | +44.7% | -58.8% | +103.5% | +39.6% |
| 1Y | +45.4% | -52.4% | +97.7% | +36.5% |
| All | +45.4% | -51.4% | +96.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling