+159.7%
GILD vs FFIV
+249.4%
-89.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.3% |
| 7D | -4.8% | +5.4% | -10.3% | -5.7% |
| 30D | +5.8% | -2.7% | +8.4% | +6.1% |
| 3M | +14.9% | +4.5% | +10.4% | +13.6% |
| 6M | -0.4% | +42.2% | -42.6% | -6.9% |
| YTD | +18.5% | +61.3% | -42.8% | +7.8% |
| 1Y | +25.1% | +23.0% | +2.1% | +19.4% |
| 3Y | +105.9% | +156.3% | -50.4% | +68.2% |
| 5Y | +143.0% | +102.9% | +40.1% | +104.5% |
| All | +159.7% | +249.4% | -89.7% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling