+34,667.7%
GILD vs DOC
+1,556.7%
+33,111.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | +3.7% | -1.5% | +5.1% | +4.0% |
| 30D | +14.6% | -4.8% | +19.4% | +15.8% |
| 3M | +17.7% | +6.9% | +10.8% | +15.7% |
| 6M | +3.1% | +20.7% | -17.6% | -1.8% |
| YTD | +24.5% | +34.1% | -9.6% | +15.7% |
| 1Y | +37.4% | +22.6% | +14.7% | +30.1% |
| 3Y | +117.4% | +20.8% | +96.6% | +104.2% |
| 5Y | +151.9% | -24.9% | +176.7% | +161.0% |
| 10Y | +179.8% | -1.8% | +181.7% | +158.3% |
| All | +34,667.7% | +1,556.7% | +33,111.0% | +13,331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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