+1,020.9%
GILD vs BR
+1,278.7%
-257.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -3.0% | -1.8% | -3.8% |
| 30D | +5.8% | -0.3% | +6.1% | +5.8% |
| 3M | +14.9% | +17.3% | -2.4% | +8.7% |
| 6M | -0.4% | -6.7% | +6.3% | +1.4% |
| YTD | +18.5% | -23.4% | +42.0% | +28.2% |
| 1Y | +25.1% | -32.7% | +57.8% | +41.4% |
| 3Y | +105.9% | -5.9% | +111.8% | +104.7% |
| 5Y | +143.0% | +8.4% | +134.5% | +125.2% |
| 10Y | +162.4% | +189.2% | -26.8% | +62.1% |
| All | +1,020.9% | +1,278.7% | -257.9% | +268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling