+142.4%
GILD vs NTRS
+93.2%
+49.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | -4.8% | +1.4% | -6.2% | -5.0% |
| 30D | +5.8% | -0.7% | +6.4% | +5.9% |
| 3M | +14.9% | +11.3% | +3.6% | +12.6% |
| 6M | -0.4% | +35.5% | -35.9% | -5.9% |
| YTD | +18.5% | +40.6% | -22.1% | +10.9% |
| 1Y | +25.1% | +49.2% | -24.1% | +15.6% |
| 3Y | +105.9% | +167.2% | -61.3% | +67.2% |
| All | +142.4% | +93.2% | +49.2% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling