+165.9%
GILD vs COMP
-49.7%
+215.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -2.6% | +0.8% | -3.5% | -2.7% |
| 30D | +9.5% | -13.9% | +23.3% | +9.9% |
| 3M | +16.8% | +30.7% | -13.9% | +15.8% |
| 6M | +0.6% | +18.7% | -18.1% | -0.3% |
| YTD | +20.1% | +1.0% | +19.1% | +19.4% |
| 1Y | +29.1% | +15.1% | +14.0% | +27.7% |
| 3Y | +111.5% | +219.8% | -108.2% | +102.9% |
| 5Y | +147.6% | -28.7% | +176.2% | +134.7% |
| All | +165.9% | -49.7% | +215.6% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling