+37,652.3%
GILD vs ROP
+24,343.0%
+13,309.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | -4.6% | -0.2% | -3.6% |
| 30D | +5.8% | -1.7% | +7.5% | +6.2% |
| 3M | +14.9% | +17.1% | -2.1% | +10.0% |
| 6M | -0.4% | +10.9% | -11.2% | -3.5% |
| YTD | +18.5% | -12.1% | +30.6% | +21.4% |
| 1Y | +25.1% | -24.2% | +49.4% | +33.1% |
| 3Y | +105.9% | -20.4% | +126.3% | +114.9% |
| 5Y | +143.0% | -15.4% | +158.4% | +147.6% |
| 10Y | +162.4% | +134.6% | +27.8% | +101.3% |
| All | +37,652.3% | +24,343.0% | +13,309.3% | +12,154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 all: compounded portfolio wealth divided by compounded ROP 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…
all analysis · Full analysis span regression · 6 months rolling