+46,924.8%
GILD vs COR
+17,045.1%
+29,879.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | -2.8% | -2.0% | -4.0% |
| 30D | +5.8% | +2.6% | +3.2% | +5.0% |
| 3M | +14.9% | +14.5% | +0.5% | +10.1% |
| 6M | -0.4% | -7.8% | +7.5% | +1.1% |
| YTD | +18.5% | -4.2% | +22.8% | +18.5% |
| 1Y | +25.1% | +7.0% | +18.1% | +20.6% |
| 3Y | +105.9% | +85.5% | +20.4% | +66.1% |
| 5Y | +143.0% | +181.2% | -38.2% | +71.2% |
| 10Y | +162.4% | +404.7% | -242.3% | +46.5% |
| All | +46,924.8% | +17,045.1% | +29,879.7% | +11,508.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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