+4,941.4%
GILD vs CNC
+5,485.4%
-544.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | -4.8% | -0.9% | -3.9% | -4.7% |
| 30D | +5.8% | -1.0% | +6.7% | +5.9% |
| 3M | +14.9% | +4.5% | +10.4% | +13.7% |
| 6M | -0.4% | +85.2% | -85.6% | -10.6% |
| YTD | +18.5% | +61.4% | -42.9% | +8.0% |
| 1Y | +25.1% | +94.9% | -69.8% | +9.9% |
| 3Y | +105.9% | 0.0% | +105.9% | +95.1% |
| 5Y | +143.0% | +11.2% | +131.8% | +123.3% |
| 10Y | +162.4% | +98.7% | +63.7% | +106.8% |
| All | +4,941.4% | +5,485.4% | -544.0% | +2,100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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