+38.6%
GILD vs BKR
+2.5%
+36.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.3% |
| 7D | -2.2% | -13.3% | +11.1% | -2.7% |
| 30D | +13.6% | -13.6% | +27.3% | +13.1% |
| 3M | +28.3% | -23.4% | +51.7% | +27.6% |
| 6M | +23.9% | -27.9% | +51.9% | +23.6% |
| YTD | +38.4% | +6.3% | +32.2% | +40.2% |
| 1Y | +38.6% | +2.3% | +36.3% | +40.6% |
| All | +38.6% | +2.5% | +36.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling