-0.4%
GILD vs EXE
-8.8%
+8.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.6% |
| 7D | -4.8% | -3.1% | -1.7% | -4.6% |
| 30D | +5.8% | -0.9% | +6.7% | +5.9% |
| 3M | +14.9% | +9.6% | +5.4% | +14.5% |
| 6M | -0.4% | -11.6% | +11.3% | -2.1% |
| All | -0.4% | -8.8% | +8.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 6mo: compounded portfolio wealth divided by compounded EXE 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…
6mo analysis · Full analysis span regression · 6 months rolling