+159.7%
GILD vs NTAP
+650.8%
-491.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.5% | -9.3% | -2.0% |
| 7D | -4.8% | +7.4% | -12.2% | -5.9% |
| 30D | +5.8% | -1.4% | +7.1% | +5.8% |
| 3M | +14.9% | +24.6% | -9.6% | +10.9% |
| 6M | -0.4% | +105.9% | -106.2% | -11.9% |
| YTD | +18.5% | +88.5% | -70.0% | +6.0% |
| 1Y | +25.1% | +62.1% | -37.0% | +14.5% |
| 3Y | +105.9% | +169.1% | -63.2% | +67.0% |
| 5Y | +143.0% | +141.9% | +1.1% | +98.3% |
| All | +159.7% | +650.8% | -491.1% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling