+32,991.5%
GILD vs BAX
+503.3%
+32,488.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | -4.8% | -7.9% | +3.0% | -2.2% |
| 30D | +5.8% | -11.7% | +17.4% | +10.1% |
| 3M | +14.9% | +16.2% | -1.3% | +8.6% |
| 6M | -0.4% | +32.0% | -32.3% | -10.4% |
| YTD | +18.5% | +24.7% | -6.2% | +7.4% |
| 1Y | +25.1% | -2.6% | +27.7% | +22.3% |
| 3Y | +105.9% | -35.0% | +140.9% | +122.1% |
| 5Y | +143.0% | -67.6% | +210.5% | +228.5% |
| 10Y | +162.4% | -38.4% | +200.8% | +173.6% |
| All | +32,991.5% | +503.3% | +32,488.2% | +17,107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling