+105.9%
GILD vs COO
-38.7%
+144.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.8% | -22.5% | +17.7% | +0.2% |
| 30D | +5.8% | -29.7% | +35.5% | +13.8% |
| 3M | +14.9% | -20.1% | +35.1% | +20.1% |
| 6M | -0.4% | -26.9% | +26.5% | +6.1% |
| YTD | +18.5% | -34.2% | +52.8% | +29.0% |
| 1Y | +25.1% | -21.3% | +46.4% | +30.7% |
| 3Y | +105.9% | -38.7% | +144.6% | +113.1% |
| All | +105.9% | -38.7% | +144.6% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling