+37.4%
GILD vs FDX
+80.8%
-43.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +3.6% | -2.5% | +6.2% | +4.1% |
| 30D | +14.6% | +3.8% | +10.8% | +13.8% |
| 3M | +17.7% | -1.3% | +19.0% | +17.7% |
| 6M | +3.1% | +5.0% | -1.9% | +1.3% |
| YTD | +24.5% | +39.6% | -15.1% | +15.4% |
| 1Y | +37.4% | +81.1% | -43.7% | +19.2% |
| All | +37.4% | +80.8% | -43.4% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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