+159.7%
GILD vs B
+210.7%
-50.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.8% | -2.4% | -2.4% | -4.7% |
| 30D | +5.8% | +6.3% | -0.6% | +5.3% |
| 3M | +14.9% | +12.1% | +2.8% | +13.9% |
| 6M | -0.4% | -3.1% | +2.7% | -0.5% |
| YTD | +18.5% | +2.0% | +16.6% | +17.8% |
| 1Y | +25.1% | +51.7% | -26.6% | +20.6% |
| 3Y | +105.9% | +190.5% | -84.6% | +87.8% |
| 5Y | +143.0% | +158.0% | -15.0% | +121.7% |
| All | +159.7% | +210.7% | -50.9% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling