+13,071.6%
GILD vs EXEL
+254.9%
+12,816.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -4.8% | -4.9% | +0.1% | -4.0% |
| 30D | +5.8% | +11.4% | -5.6% | +3.9% |
| 3M | +14.9% | +4.9% | +10.0% | +13.9% |
| 6M | -0.4% | +34.4% | -34.8% | -5.3% |
| YTD | +18.5% | +28.0% | -9.5% | +13.4% |
| 1Y | +25.1% | +43.6% | -18.5% | +17.0% |
| 3Y | +105.9% | +155.2% | -49.3% | +71.8% |
| 5Y | +143.0% | +181.2% | -38.2% | +96.3% |
| 10Y | +162.4% | +368.4% | -206.1% | +76.9% |
| All | +13,071.6% | +254.9% | +12,816.7% | +4,965.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling