+142.4%
GILD vs CMS
+22.4%
+120.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -4.8% | -1.9% | -2.9% | -4.2% |
| 30D | +5.8% | -4.1% | +9.9% | +7.2% |
| 3M | +14.9% | -7.1% | +22.0% | +17.8% |
| 6M | -0.4% | -10.1% | +9.7% | +3.2% |
| YTD | +18.5% | -1.7% | +20.3% | +19.2% |
| 1Y | +25.1% | -3.4% | +28.5% | +26.3% |
| 3Y | +105.9% | +31.6% | +74.3% | +85.1% |
| All | +142.4% | +22.4% | +120.1% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling