+40.1%
GILD vs NTAP
+50.4%
-10.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.7% | +5.8% | -4.2% |
| 7D | +1.2% | -22.5% | +23.6% | +0.5% |
| 30D | +16.2% | -25.7% | +41.9% | +15.2% |
| 3M | +27.9% | -9.0% | +36.9% | +26.7% |
| 6M | +27.1% | +49.2% | -22.1% | +22.9% |
| YTD | +39.0% | +60.6% | -21.6% | +31.4% |
| 1Y | +40.1% | +48.7% | -8.6% | +33.5% |
| All | +40.1% | +50.4% | -10.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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