+25.1%
GILD vs IBB
+44.5%
-19.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -4.2% | -0.6% | -2.2% |
| 30D | +5.8% | +1.1% | +4.7% | +5.0% |
| 3M | +14.9% | +19.0% | -4.1% | +3.0% |
| 6M | -0.4% | +18.9% | -19.2% | -10.6% |
| YTD | +18.5% | +20.3% | -1.8% | +5.4% |
| 1Y | +25.1% | +41.5% | -16.4% | +3.1% |
| All | +25.1% | +44.5% | -19.4% | +3.1% |
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