+40.1%
GILD vs FRMI
-94.4%
+134.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.9% | +12.0% | -4.3% |
| 7D | +1.2% | -46.5% | +47.7% | -0.1% |
| 30D | +16.2% | -63.8% | +80.0% | +14.0% |
| 3M | +27.9% | -75.3% | +103.2% | +24.8% |
| 6M | +27.1% | -69.0% | +96.1% | +24.0% |
| YTD | +39.0% | -80.9% | +119.9% | +36.1% |
| 1Y | +40.1% | -94.2% | +134.3% | +31.3% |
| All | +40.1% | -94.4% | +134.5% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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