+37.4%
GILD vs MKTX
-8.5%
+45.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +3.7% | +0.4% | +3.2% | +3.6% |
| 30D | +14.6% | +1.1% | +13.5% | +14.5% |
| 3M | +17.7% | +36.1% | -18.4% | +14.4% |
| 6M | +3.1% | -12.9% | +16.0% | +4.7% |
| YTD | +24.5% | -8.5% | +33.1% | +26.6% |
| 1Y | +37.4% | -7.5% | +44.9% | +42.5% |
| All | +37.4% | -8.5% | +45.9% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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