+1,067.6%
GILD vs FN
+3,719.8%
-2,652.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -2.6% | +5.8% | -8.4% | -3.1% |
| 30D | +9.5% | -20.6% | +30.1% | +11.1% |
| 3M | +16.8% | -28.6% | +45.4% | +19.1% |
| 6M | +0.6% | -20.7% | +21.3% | +0.6% |
| YTD | +20.1% | -8.1% | +28.3% | +18.1% |
| 1Y | +29.1% | +13.3% | +15.8% | +23.9% |
| 3Y | +111.5% | +175.7% | -64.2% | +79.1% |
| 5Y | +147.6% | +297.4% | -149.8% | +97.1% |
| 10Y | +165.9% | +950.9% | -785.0% | +83.5% |
| All | +1,067.6% | +3,719.8% | -2,652.2% | +559.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling