+29,355.1%
GILD vs SAP
+2,138.8%
+27,216.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | -4.1% | -0.8% | -3.6% |
| 30D | +5.8% | +1.1% | +4.7% | +5.3% |
| 3M | +14.9% | +26.1% | -11.2% | +6.6% |
| 6M | -0.4% | +9.8% | -10.1% | -4.5% |
| YTD | +18.5% | -13.6% | +32.1% | +21.0% |
| 1Y | +25.1% | -18.7% | +43.8% | +29.9% |
| 3Y | +105.9% | +54.1% | +51.8% | +71.0% |
| 5Y | +143.0% | +54.7% | +88.2% | +97.2% |
| 10Y | +162.4% | +175.3% | -12.9% | +67.8% |
| All | +29,355.1% | +2,138.8% | +27,216.3% | +9,226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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