+205.9%
GILD vs ALLE
+247.4%
-41.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.2% | -2.8% | -1.5% | -3.4% |
| 30D | +6.7% | -10.2% | +16.9% | +10.1% |
| 3M | +20.0% | +17.4% | +2.6% | +13.9% |
| 6M | -1.3% | +3.3% | -4.7% | -2.9% |
| YTD | +19.4% | -4.2% | +23.7% | +19.9% |
| 1Y | +28.9% | -10.5% | +39.5% | +32.1% |
| 3Y | +110.3% | +45.4% | +64.9% | +82.2% |
| 5Y | +144.8% | +11.9% | +132.9% | +126.4% |
| 10Y | +164.4% | +154.5% | +9.9% | +68.5% |
| All | +205.9% | +247.4% | -41.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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