+159.7%
GILD vs EXC
+158.0%
+1.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -4.8% | -1.1% | -3.7% | -4.6% |
| 30D | +5.8% | -3.6% | +9.4% | +6.7% |
| 3M | +14.9% | -4.3% | +19.2% | +16.2% |
| 6M | -0.4% | -9.9% | +9.6% | +2.2% |
| YTD | +18.5% | +1.8% | +16.8% | +17.7% |
| 1Y | +25.1% | +2.9% | +22.3% | +23.7% |
| 3Y | +105.9% | +19.1% | +86.8% | +94.5% |
| 5Y | +143.0% | +44.8% | +98.1% | +116.6% |
| All | +159.7% | +158.0% | +1.7% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling