+105.9%
GILD vs SN
+344.9%
-239.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -4.8% | -7.3% | +2.4% | -4.4% |
| 30D | +5.8% | -13.6% | +19.4% | +6.7% |
| 3M | +14.9% | +18.6% | -3.7% | +13.3% |
| 6M | -0.4% | +46.0% | -46.3% | -3.4% |
| YTD | +18.5% | +43.7% | -25.2% | +15.0% |
| 1Y | +25.1% | +39.2% | -14.1% | +21.5% |
| 3Y | +105.9% | +306.5% | -200.6% | +82.8% |
| All | +105.9% | +344.9% | -239.0% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling