+142.4%
GILD vs EXC
+43.4%
+99.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -4.8% | -1.1% | -3.7% | -4.5% |
| 30D | +5.8% | -3.6% | +9.4% | +6.8% |
| 3M | +14.9% | -4.3% | +19.2% | +16.2% |
| 6M | -0.4% | -9.9% | +9.6% | +2.3% |
| YTD | +18.5% | +1.8% | +16.8% | +17.8% |
| 1Y | +25.1% | +2.9% | +22.3% | +23.8% |
| 3Y | +105.9% | +19.1% | +86.8% | +93.7% |
| All | +142.4% | +43.4% | +99.1% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling