+142.4%
GILD vs ESTC
-47.6%
+190.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -4.8% | -9.2% | +4.3% | -4.5% |
| 30D | +5.8% | +8.1% | -2.3% | +5.4% |
| 3M | +14.9% | +38.5% | -23.5% | +13.6% |
| 6M | -0.4% | +57.8% | -58.1% | -2.0% |
| YTD | +18.5% | +10.5% | +8.0% | +17.9% |
| 1Y | +25.1% | -6.4% | +31.5% | +25.1% |
| 3Y | +105.9% | +4.7% | +101.2% | +101.7% |
| All | +142.4% | -47.6% | +190.0% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling