+40.1%
GILD vs ESI
+14.8%
+25.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.0% | +4.1% | -4.3% |
| 7D | +1.2% | -13.1% | +14.3% | +0.6% |
| 30D | +16.2% | -18.5% | +34.7% | +15.3% |
| 3M | +27.9% | -19.6% | +47.5% | +26.9% |
| 6M | +27.1% | -29.8% | +56.9% | +25.6% |
| YTD | +39.0% | +23.9% | +15.1% | +32.1% |
| 1Y | +40.1% | +15.0% | +25.1% | +34.1% |
| All | +40.1% | +14.8% | +25.3% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling