+159.7%
GILD vs BN
+265.2%
-105.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -4.8% | -5.2% | +0.4% | -3.8% |
| 30D | +5.8% | -14.5% | +20.3% | +9.0% |
| 3M | +14.9% | -15.0% | +29.9% | +18.5% |
| 6M | -0.4% | -5.4% | +5.1% | +0.4% |
| YTD | +18.5% | -16.4% | +35.0% | +21.9% |
| 1Y | +25.1% | -16.2% | +41.4% | +28.4% |
| 3Y | +105.9% | +67.5% | +38.4% | +79.2% |
| 5Y | +143.0% | +34.1% | +108.9% | +117.9% |
| All | +159.7% | +265.2% | -105.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling