+142.4%
GILD vs IBB
+18.1%
+124.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -4.2% | -0.6% | -2.4% |
| 30D | +5.8% | +1.1% | +4.7% | +5.1% |
| 3M | +14.9% | +19.0% | -4.1% | +4.1% |
| 6M | -0.4% | +18.9% | -19.2% | -9.8% |
| YTD | +18.5% | +20.3% | -1.8% | +6.6% |
| 1Y | +25.1% | +41.5% | -16.4% | +2.8% |
| 3Y | +105.9% | +60.3% | +45.6% | +56.8% |
| All | +142.4% | +18.1% | +124.3% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling