+32,991.5%
GILD vs BP
+1,288.1%
+31,703.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | +5.2% | -10.0% | -6.0% |
| 30D | +5.8% | +8.7% | -2.9% | +3.7% |
| 3M | +14.9% | +9.3% | +5.6% | +12.1% |
| 6M | -0.4% | +13.6% | -13.9% | -4.0% |
| YTD | +18.5% | +37.7% | -19.1% | +8.9% |
| 1Y | +25.1% | +40.6% | -15.5% | +14.2% |
| 3Y | +105.9% | +40.3% | +65.6% | +84.9% |
| 5Y | +143.0% | +141.4% | +1.6% | +85.4% |
| 10Y | +162.4% | +136.1% | +26.3% | +87.4% |
| All | +32,991.5% | +1,288.1% | +31,703.4% | +14,515.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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