+25.1%
GILD vs FN
+10.7%
+14.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.8% |
| 7D | -4.8% | +1.8% | -6.6% | -4.8% |
| 30D | +5.8% | -27.5% | +33.3% | +6.0% |
| 3M | +14.9% | -28.8% | +43.7% | +15.2% |
| 6M | -0.4% | -20.9% | +20.6% | -1.8% |
| YTD | +18.5% | -8.9% | +27.5% | +15.6% |
| 1Y | +25.1% | +14.5% | +10.6% | +19.4% |
| All | +25.1% | +10.7% | +14.4% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling