+44,204.4%
GILD vs BWA
+3,445.0%
+40,759.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | +5.8% | -2.9% | +8.7% | +6.4% |
| 3M | +14.9% | -10.7% | +25.7% | +17.7% |
| 6M | -0.4% | +26.5% | -26.8% | -7.3% |
| YTD | +18.5% | +49.1% | -30.6% | +4.8% |
| 1Y | +25.1% | +52.1% | -26.9% | +9.9% |
| 3Y | +105.9% | +72.6% | +33.3% | +70.3% |
| 5Y | +143.0% | +89.4% | +53.6% | +90.7% |
| 10Y | +162.4% | +157.7% | +4.7% | +74.1% |
| All | +44,204.4% | +3,445.0% | +40,759.4% | +9,620.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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