+37.4%
GILD vs MCO
+0.4%
+37.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +3.7% | -4.2% | +7.8% | +4.1% |
| 30D | +14.6% | +2.2% | +12.4% | +14.3% |
| 3M | +17.7% | +10.1% | +7.5% | +17.2% |
| 6M | +3.1% | +5.3% | -2.1% | +2.5% |
| YTD | +24.5% | -2.7% | +27.3% | +25.2% |
| 1Y | +37.4% | -0.4% | +37.8% | +36.9% |
| All | +37.4% | +0.4% | +37.0% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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