+33,435.9%
GILD vs AXP
+9,945.6%
+23,490.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -2.6% | -2.5% | -0.2% | -1.9% |
| 30D | +9.5% | -5.0% | +14.5% | +11.2% |
| 3M | +16.8% | +1.4% | +15.5% | +16.1% |
| 6M | +0.6% | +6.0% | -5.4% | -1.6% |
| YTD | +20.1% | -12.3% | +32.4% | +23.9% |
| 1Y | +29.1% | +0.3% | +28.8% | +27.5% |
| 3Y | +111.5% | +111.7% | -0.1% | +62.0% |
| 5Y | +147.6% | +114.5% | +33.0% | +83.0% |
| 10Y | +165.9% | +467.1% | -301.1% | +30.4% |
| All | +33,435.9% | +9,945.6% | +23,490.3% | +5,643.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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