+159.7%
GILD vs FN
+954.1%
-794.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | +5.8% | -27.5% | +33.3% | +7.9% |
| 3M | +14.9% | -28.8% | +43.7% | +16.8% |
| 6M | -0.4% | -20.9% | +20.6% | -0.4% |
| YTD | +18.5% | -8.9% | +27.5% | +16.5% |
| 1Y | +25.1% | +14.5% | +10.6% | +20.1% |
| 3Y | +105.9% | +172.6% | -66.7% | +74.1% |
| 5Y | +143.0% | +300.6% | -157.6% | +90.5% |
| All | +159.7% | +954.1% | -794.4% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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