+6,395.8%
GILD vs FTI
+2,065.8%
+4,329.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -4.8% | -4.4% | -0.4% | -4.2% |
| 30D | +5.8% | +1.5% | +4.3% | +5.5% |
| 3M | +14.9% | +8.2% | +6.7% | +13.2% |
| 6M | -0.4% | +18.8% | -19.2% | -3.5% |
| YTD | +18.5% | +71.7% | -53.1% | +8.3% |
| 1Y | +25.1% | +90.0% | -64.9% | +12.3% |
| 3Y | +105.9% | +270.5% | -164.6% | +62.4% |
| 5Y | +143.0% | +1,084.5% | -941.6% | +51.3% |
| 10Y | +162.4% | +302.9% | -140.5% | +78.6% |
| All | +6,395.8% | +2,065.8% | +4,329.9% | +2,566.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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