+37.4%
GILD vs ALHC
-16.6%
+54.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.7% | -0.6% | +4.2% | +3.6% |
| 30D | +14.6% | -1.0% | +15.6% | +14.6% |
| 3M | +17.7% | -10.2% | +27.8% | +17.0% |
| 6M | +3.1% | -28.3% | +31.4% | +2.7% |
| YTD | +24.5% | -31.4% | +56.0% | +22.3% |
| 1Y | +37.4% | -16.9% | +54.3% | +32.3% |
| All | +37.4% | -16.6% | +54.0% | +32.3% |
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