+144.8%
GILD vs LIN
+57.7%
+87.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -4.2% | -4.3% | 0.0% | -2.9% |
| 30D | +6.7% | -5.6% | +12.2% | +8.5% |
| 3M | +20.0% | -9.0% | +29.0% | +23.4% |
| 6M | -1.3% | -2.5% | +1.1% | -0.9% |
| YTD | +19.4% | +9.3% | +10.1% | +15.6% |
| 1Y | +28.9% | -1.0% | +29.9% | +28.8% |
| 3Y | +110.3% | +24.0% | +86.3% | +95.7% |
| 5Y | +144.8% | +59.1% | +85.7% | +106.7% |
| All | +144.8% | +57.7% | +87.1% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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