-0.4%
GILD vs EL
+4.1%
-4.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -4.8% | -6.5% | +1.7% | -3.7% |
| 30D | +5.8% | +11.1% | -5.4% | +3.7% |
| 3M | +14.9% | +10.7% | +4.2% | +12.6% |
| 6M | -0.4% | +6.9% | -7.2% | -2.6% |
| All | -0.4% | +4.1% | -4.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 6mo: compounded portfolio wealth divided by compounded EL 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…
6mo analysis · Full analysis span regression · 6 months rolling