+142.4%
GILD vs OTIS
-17.8%
+160.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.2% |
| 7D | -4.8% | -3.0% | -1.9% | -4.1% |
| 30D | +5.8% | -6.0% | +11.8% | +7.5% |
| 3M | +14.9% | -0.9% | +15.8% | +15.1% |
| 6M | -0.4% | -17.3% | +17.0% | +4.5% |
| YTD | +18.5% | -19.6% | +38.1% | +24.9% |
| 1Y | +25.1% | -21.0% | +46.1% | +32.3% |
| 3Y | +105.9% | -12.1% | +118.0% | +107.2% |
| All | +142.4% | -17.8% | +160.2% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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