+45.4%
GILD vs CAPR
+47.4%
-2.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +4.1% |
| 7D | +9.6% | +43.2% | -33.6% | +9.4% |
| 30D | +20.6% | +14.7% | +6.0% | +20.5% |
| 3M | +29.7% | +113.9% | -84.2% | +29.3% |
| 6M | +33.1% | -73.4% | +106.5% | +33.3% |
| YTD | +44.7% | -69.1% | +113.8% | +44.9% |
| 1Y | +45.4% | +47.2% | -1.8% | +44.1% |
| All | +45.4% | +47.4% | -2.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling