+142.4%
GILD vs MDY
+46.3%
+96.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -4.8% | -1.9% | -3.0% | -4.2% |
| 30D | +5.8% | -4.6% | +10.4% | +7.6% |
| 3M | +14.9% | -1.2% | +16.2% | +15.3% |
| 6M | -0.4% | +9.2% | -9.6% | -3.7% |
| YTD | +18.5% | +13.1% | +5.5% | +13.1% |
| 1Y | +25.1% | +13.0% | +12.1% | +19.3% |
| 3Y | +105.9% | +49.2% | +56.7% | +75.1% |
| All | +142.4% | +46.3% | +96.1% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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