+105.9%
GILD vs BBY
+42.8%
+63.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -1.0% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | +5.8% | +9.4% | -3.6% | +4.9% |
| 3M | +14.9% | +19.3% | -4.4% | +13.1% |
| 6M | -0.4% | +47.9% | -48.3% | -3.8% |
| YTD | +18.5% | +39.6% | -21.0% | +14.8% |
| 1Y | +25.1% | +22.2% | +2.9% | +22.6% |
| 3Y | +105.9% | +45.0% | +60.9% | +94.6% |
| All | +105.9% | +42.8% | +63.1% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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