+159.7%
GILD vs CAPR
-78.4%
+238.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.8% | -11.0% | +6.1% | -4.7% |
| 30D | +5.8% | +99.8% | -94.0% | +4.5% |
| 3M | +14.9% | -66.6% | +81.5% | +15.6% |
| 6M | -0.4% | -75.1% | +74.7% | +0.6% |
| YTD | +18.5% | -71.0% | +89.5% | +19.3% |
| 1Y | +25.1% | +30.0% | -4.9% | +19.1% |
| 3Y | +105.9% | +29.0% | +76.9% | +91.5% |
| 5Y | +143.0% | +70.8% | +72.2% | +122.5% |
| All | +159.7% | -78.4% | +238.2% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling