+45.4%
GILD vs CMS
+1.4%
+44.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | +9.6% | +4.1% | +5.5% | +8.1% |
| 30D | +20.6% | +10.9% | +9.8% | +16.8% |
| 3M | +29.7% | -0.2% | +30.0% | +29.8% |
| 6M | +33.1% | -4.7% | +37.8% | +36.1% |
| YTD | +44.7% | +3.9% | +40.8% | +48.7% |
| 1Y | +45.4% | +0.4% | +45.0% | +48.6% |
| All | +45.4% | +1.4% | +44.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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