+105.9%
GILD vs EXEL
+154.7%
-48.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -4.8% | -4.9% | +0.1% | -4.1% |
| 30D | +5.8% | +11.4% | -5.6% | +4.2% |
| 3M | +14.9% | +4.9% | +10.0% | +14.1% |
| 6M | -0.4% | +34.4% | -34.8% | -4.3% |
| YTD | +18.5% | +28.0% | -9.5% | +14.4% |
| 1Y | +25.1% | +43.6% | -18.5% | +18.9% |
| 3Y | +105.9% | +155.2% | -49.3% | +75.4% |
| All | +105.9% | +154.7% | -48.8% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling