+142.4%
GILD vs ROK
+47.1%
+95.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.0% |
| 7D | -4.8% | -1.2% | -3.6% | -4.7% |
| 30D | +5.8% | -4.8% | +10.6% | +6.4% |
| 3M | +14.9% | -6.1% | +21.0% | +15.5% |
| 6M | -0.4% | +15.5% | -15.8% | -3.0% |
| YTD | +18.5% | +11.2% | +7.4% | +15.7% |
| 1Y | +25.1% | +23.8% | +1.3% | +20.1% |
| 3Y | +105.9% | +53.1% | +52.8% | +88.1% |
| All | +142.4% | +47.1% | +95.3% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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