+37.4%
GILD vs EXEL
+59.2%
-21.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +3.6% | +8.4% | -4.7% | +2.0% |
| 30D | +14.6% | +4.1% | +10.5% | +13.5% |
| 3M | +17.7% | +12.4% | +5.2% | +15.0% |
| 6M | +3.1% | +41.5% | -38.4% | -2.5% |
| YTD | +24.5% | +34.6% | -10.1% | +18.3% |
| 1Y | +37.4% | +57.9% | -20.5% | +26.4% |
| All | +37.4% | +59.2% | -21.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling