+32,991.5%
GILD vs EXC
+1,954.9%
+31,036.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.1% |
| 6M | -0.4% | -9.9% | +9.6% | +2.1% |
| YTD | +18.5% | +1.8% | +16.8% | +17.7% |
| 1Y | +25.1% | +2.9% | +22.3% | +23.8% |
| 3Y | +105.9% | +19.1% | +86.8% | +95.0% |
| 5Y | +143.0% | +44.8% | +98.1% | +117.6% |
| 10Y | +162.4% | +157.6% | +4.8% | +98.0% |
| All | +32,991.5% | +1,954.9% | +31,036.6% | +20,911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling