+138.0%
GILD vs ONON
-22.6%
+160.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -0.9% |
| 7D | -4.8% | -2.1% | -2.7% | -4.7% |
| 30D | +5.8% | -11.6% | +17.4% | +6.5% |
| 3M | +14.9% | -30.1% | +45.0% | +16.9% |
| 6M | -0.4% | -30.5% | +30.2% | +1.2% |
| YTD | +18.5% | -41.0% | +59.6% | +21.4% |
| 1Y | +25.1% | -36.7% | +61.8% | +27.4% |
| 3Y | +105.9% | -8.6% | +114.5% | +102.9% |
| All | +138.0% | -22.6% | +160.5% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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