+32,991.5%
GILD vs NSC
+3,646.1%
+29,345.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | -4.8% | -2.8% | -2.0% | -4.1% |
| 30D | +5.8% | -4.5% | +10.3% | +7.0% |
| 3M | +14.9% | +3.5% | +11.4% | +13.7% |
| 6M | -0.4% | +8.5% | -8.9% | -2.9% |
| YTD | +18.5% | +12.3% | +6.2% | +14.3% |
| 1Y | +25.1% | +18.9% | +6.2% | +18.7% |
| 3Y | +105.9% | +74.1% | +31.8% | +73.5% |
| 5Y | +143.0% | +43.9% | +99.1% | +112.4% |
| 10Y | +162.4% | +331.6% | -169.3% | +61.7% |
| All | +32,991.5% | +3,646.1% | +29,345.4% | +10,593.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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