+40.1%
GILD vs EXEL
+71.8%
-31.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -2.3% |
| 7D | +1.2% | +3.8% | -2.6% | +0.1% |
| 30D | +16.2% | +17.8% | -1.6% | +10.9% |
| 3M | +27.9% | +21.2% | +6.7% | +20.9% |
| 6M | +27.1% | +54.7% | -27.6% | +13.2% |
| YTD | +39.0% | +56.8% | -17.8% | +22.7% |
| 1Y | +40.1% | +70.2% | -30.1% | +18.9% |
| All | +40.1% | +71.8% | -31.7% | +18.9% |
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