+32,991.5%
GILD vs CSX
+5,712.5%
+27,279.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.8% | -0.9% | -3.9% | -4.6% |
| 30D | +5.8% | -2.0% | +7.8% | +6.3% |
| 3M | +14.9% | +3.6% | +11.3% | +13.6% |
| 6M | -0.4% | +22.0% | -22.4% | -6.0% |
| YTD | +18.5% | +36.3% | -17.7% | +8.6% |
| 1Y | +25.1% | +50.9% | -25.8% | +11.3% |
| 3Y | +105.9% | +69.2% | +36.7% | +75.6% |
| 5Y | +143.0% | +69.2% | +73.7% | +104.2% |
| 10Y | +162.4% | +503.9% | -341.5% | +47.1% |
| All | +32,991.5% | +5,712.5% | +27,279.0% | +9,051.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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