-0.4%
GILD vs ROK
+15.8%
-16.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.8% |
| 7D | -4.8% | -1.2% | -3.6% | -4.8% |
| 30D | +5.8% | -4.8% | +10.6% | +5.9% |
| 3M | +14.9% | -6.1% | +21.0% | +13.8% |
| 6M | -0.4% | +15.5% | -15.8% | -7.0% |
| All | -0.4% | +15.8% | -16.2% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling