+37.4%
GILD vs NTAP
+61.4%
-24.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +3.7% | -0.8% | +4.4% | +3.7% |
| 30D | +14.6% | -0.5% | +15.1% | +14.5% |
| 3M | +17.7% | +4.1% | +13.6% | +17.8% |
| 6M | +3.1% | +88.0% | -84.8% | -1.6% |
| YTD | +24.5% | +75.6% | -51.0% | +18.9% |
| 1Y | +37.4% | +58.9% | -21.5% | +31.7% |
| All | +37.4% | +61.4% | -24.0% | +31.7% |
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