+105.9%
GILD vs BAX
-35.4%
+141.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -4.8% | -7.9% | +3.0% | -3.5% |
| 30D | +5.8% | -11.7% | +17.4% | +7.9% |
| 3M | +14.9% | +16.2% | -1.3% | +11.9% |
| 6M | -0.4% | +32.0% | -32.3% | -5.3% |
| YTD | +18.5% | +24.7% | -6.2% | +13.1% |
| 1Y | +25.1% | -2.6% | +27.7% | +24.3% |
| 3Y | +105.9% | -35.0% | +140.9% | +117.1% |
| All | +105.9% | -35.4% | +141.3% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling