+37.4%
GILD vs ESTC
+7.3%
+30.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | -0.2% |
| 7D | +3.7% | -8.1% | +11.8% | +3.5% |
| 30D | +14.6% | +31.7% | -17.1% | +15.1% |
| 3M | +17.7% | +41.1% | -23.4% | +18.2% |
| 6M | +3.1% | +77.1% | -73.9% | +4.9% |
| YTD | +24.5% | +21.7% | +2.8% | +26.9% |
| 1Y | +37.4% | +8.4% | +29.0% | +40.5% |
| All | +37.4% | +7.3% | +30.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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