+40.1%
GILD vs MO
+43.8%
-3.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | +16.2% | +13.2% | +3.0% | +13.1% |
| 3M | +27.9% | +15.2% | +12.7% | +24.0% |
| 6M | +27.1% | +9.9% | +17.2% | +24.0% |
| YTD | +39.0% | +41.1% | -2.1% | +31.8% |
| 1Y | +40.1% | +44.9% | -4.8% | +30.7% |
| All | +40.1% | +43.8% | -3.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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