+142.4%
GILD vs BR
+8.0%
+134.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -3.0% | -1.8% | -4.1% |
| 30D | +5.8% | -0.3% | +6.1% | +5.8% |
| 3M | +14.9% | +17.3% | -2.4% | +10.7% |
| 6M | -0.4% | -6.7% | +6.3% | +0.7% |
| YTD | +18.5% | -23.4% | +42.0% | +25.3% |
| 1Y | +25.1% | -32.7% | +57.8% | +36.8% |
| 3Y | +105.9% | -5.9% | +111.8% | +104.8% |
| All | +142.4% | +8.0% | +134.4% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling