+37.4%
GILD vs SN
+46.4%
-9.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +3.7% | -9.3% | +13.0% | +4.3% |
| 30D | +14.6% | -4.8% | +19.4% | +14.8% |
| 3M | +17.7% | +40.4% | -22.8% | +14.2% |
| 6M | +3.1% | +50.9% | -47.8% | -1.0% |
| YTD | +24.5% | +54.9% | -30.4% | +19.3% |
| 1Y | +37.4% | +43.0% | -5.6% | +36.9% |
| All | +37.4% | +46.4% | -9.0% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling