+105.9%
GILD vs FFIV
+155.7%
-49.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -0.9% |
| 7D | -4.8% | +5.4% | -10.3% | -5.1% |
| 30D | +5.8% | -2.7% | +8.4% | +5.9% |
| 3M | +14.9% | +4.5% | +10.4% | +14.3% |
| 6M | -0.4% | +42.2% | -42.6% | -4.0% |
| YTD | +18.5% | +61.3% | -42.8% | +12.5% |
| 1Y | +25.1% | +23.0% | +2.1% | +23.0% |
| 3Y | +105.9% | +156.3% | -50.4% | +82.8% |
| All | +105.9% | +155.7% | -49.8% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling