+15,349.1%
GILD vs BB
+257.4%
+15,091.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -4.8% | -0.4% | -4.4% | -4.8% |
| 30D | +5.8% | -12.5% | +18.3% | +7.3% |
| 3M | +14.9% | -17.4% | +32.4% | +16.4% |
| 6M | -0.4% | +119.1% | -119.5% | -11.4% |
| YTD | +18.5% | +102.4% | -83.8% | +6.3% |
| 1Y | +25.1% | +98.2% | -73.1% | +11.8% |
| 3Y | +105.9% | +46.9% | +59.0% | +83.2% |
| 5Y | +143.0% | -26.4% | +169.4% | +127.5% |
| 10Y | +162.4% | +1.3% | +161.1% | +103.0% |
| All | +15,349.1% | +257.4% | +15,091.6% | +7,730.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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