+142.4%
GILD vs CNH
+8.8%
+133.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -4.8% | -5.7% | +0.9% | -4.1% |
| 30D | +5.8% | +26.6% | -20.8% | +2.3% |
| 3M | +14.9% | +31.1% | -16.1% | +10.4% |
| 6M | -0.4% | +24.9% | -25.2% | -3.9% |
| YTD | +18.5% | +48.7% | -30.2% | +11.6% |
| 1Y | +25.1% | +22.2% | +2.9% | +20.9% |
| 3Y | +105.9% | +7.4% | +98.5% | +99.8% |
| All | +142.4% | +8.8% | +133.6% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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