+105.9%
GILD vs BRO
-7.6%
+113.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | -7.3% | +2.5% | -3.5% |
| 30D | +5.8% | -6.9% | +12.6% | +7.1% |
| 3M | +14.9% | +10.7% | +4.3% | +13.2% |
| 6M | -0.4% | -2.7% | +2.3% | +0.2% |
| YTD | +18.5% | -16.3% | +34.9% | +22.6% |
| 1Y | +25.1% | -29.1% | +54.2% | +35.5% |
| 3Y | +105.9% | -7.8% | +113.7% | +116.3% |
| All | +105.9% | -7.6% | +113.5% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling