+45.4%
GILD vs FFIV
+33.5%
+11.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +9.6% | -9.8% | +19.4% | +8.9% |
| 30D | +20.6% | -28.1% | +48.7% | +18.4% |
| 3M | +29.7% | -20.0% | +49.8% | +28.4% |
| 6M | +33.1% | -0.1% | +33.2% | +32.4% |
| YTD | +44.7% | +29.2% | +15.5% | +46.8% |
| 1Y | +45.4% | +36.6% | +8.8% | +47.9% |
| All | +45.4% | +33.5% | +11.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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