+32,991.5%
GILD vs MKC
+1,570.0%
+31,421.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.8% | -1.5% | -3.4% | -4.4% |
| 30D | +5.8% | -3.1% | +8.9% | +6.7% |
| 3M | +14.9% | +5.2% | +9.7% | +13.0% |
| 6M | -0.4% | -12.8% | +12.5% | +2.9% |
| YTD | +18.5% | -23.3% | +41.8% | +26.6% |
| 1Y | +25.1% | -24.1% | +49.2% | +33.7% |
| 3Y | +105.9% | -32.1% | +138.0% | +124.8% |
| 5Y | +143.0% | -32.8% | +175.8% | +162.9% |
| 10Y | +162.4% | +29.9% | +132.5% | +126.8% |
| All | +32,991.5% | +1,570.0% | +31,421.5% | +17,416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 all: compounded portfolio wealth divided by compounded MKC 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…
all analysis · Full analysis span regression · 6 months rolling