+45.4%
GILD vs COMP
+23.8%
+21.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +3.9% |
| 7D | +9.6% | +9.5% | +0.1% | +9.2% |
| 30D | +20.6% | +8.1% | +12.6% | +20.2% |
| 3M | +29.7% | -16.3% | +46.1% | +30.1% |
| 6M | +33.1% | +42.2% | -9.1% | +31.1% |
| YTD | +44.7% | -5.0% | +49.7% | +38.2% |
| 1Y | +45.4% | +20.1% | +25.3% | +34.4% |
| All | +45.4% | +23.8% | +21.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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