+33,242.5%
GILD vs B
+363.5%
+32,879.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.5% |
| 7D | -4.2% | -5.0% | +0.8% | -4.1% |
| 30D | +6.7% | +8.7% | -2.1% | +6.4% |
| 3M | +20.0% | +17.3% | +2.7% | +19.3% |
| 6M | -1.3% | -5.0% | +3.7% | -1.3% |
| YTD | +19.4% | +1.4% | +18.0% | +19.1% |
| 1Y | +28.9% | +50.5% | -21.6% | +26.9% |
| 3Y | +110.3% | +194.4% | -84.1% | +102.3% |
| 5Y | +144.8% | +156.7% | -11.9% | +135.7% |
| 10Y | +164.4% | +204.0% | -39.6% | +152.1% |
| All | +33,242.5% | +363.5% | +32,879.0% | +31,756.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling