+1,864.9%
GILD vs BIDU
+1,284.8%
+580.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | -4.8% | -8.1% | +3.3% | -3.9% |
| 30D | +5.8% | -12.8% | +18.6% | +7.3% |
| 3M | +14.9% | -21.3% | +36.2% | +17.8% |
| 6M | -0.4% | -27.0% | +26.6% | +2.7% |
| YTD | +18.5% | -30.0% | +48.6% | +22.4% |
| 1Y | +25.1% | -18.3% | +43.4% | +25.9% |
| 3Y | +105.9% | -33.8% | +139.7% | +108.6% |
| 5Y | +143.0% | -44.3% | +187.3% | +140.0% |
| 10Y | +162.4% | -49.8% | +212.2% | +147.4% |
| All | +1,864.9% | +1,284.8% | +580.0% | +1,022.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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