+105.9%
GILD vs NVD
-99.1%
+205.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -4.8% | +10.8% | -15.7% | -5.0% |
| 30D | +5.8% | +0.8% | +5.0% | +5.7% |
| 3M | +14.9% | -20.8% | +35.8% | +15.4% |
| 6M | -0.4% | -41.2% | +40.8% | +0.4% |
| YTD | +18.5% | -44.2% | +62.7% | +19.4% |
| 1Y | +25.1% | -54.2% | +79.3% | +26.3% |
| 3Y | +105.9% | -99.1% | +205.0% | +116.5% |
| All | +105.9% | -99.1% | +205.0% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling