+33,242.5%
GILD vs CMS
+957.9%
+32,284.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -4.2% | -1.3% | -2.9% | -3.9% |
| 30D | +6.7% | -2.8% | +9.4% | +7.4% |
| 3M | +20.0% | -7.1% | +27.1% | +22.3% |
| 6M | -1.3% | -10.0% | +8.7% | +1.4% |
| YTD | +19.4% | -0.9% | +20.4% | +19.6% |
| 1Y | +28.9% | -2.0% | +30.9% | +29.3% |
| 3Y | +110.3% | +33.0% | +77.3% | +93.5% |
| 5Y | +144.8% | +24.3% | +120.6% | +128.0% |
| 10Y | +164.4% | +120.6% | +43.7% | +107.7% |
| All | +33,242.5% | +957.9% | +32,284.6% | +14,537.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling