+45.4%
GILD vs IBB
+42.2%
+3.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.5% |
| 7D | +9.6% | +2.2% | +7.4% | +8.1% |
| 30D | +20.6% | +6.3% | +14.3% | +15.8% |
| 3M | +29.7% | +16.3% | +13.4% | +17.1% |
| 6M | +33.1% | +30.0% | +3.1% | +11.7% |
| YTD | +44.7% | +31.1% | +13.6% | +20.1% |
| 1Y | +45.4% | +42.0% | +3.4% | +13.8% |
| All | +45.4% | +42.2% | +3.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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