+105.9%
GILD vs SNPS
-13.6%
+119.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | +0.9% | -5.7% | -4.8% |
| 30D | +5.8% | -3.6% | +9.4% | +5.8% |
| 3M | +14.9% | -12.9% | +27.8% | +14.9% |
| 6M | -0.4% | -8.2% | +7.9% | -0.6% |
| YTD | +18.5% | -15.4% | +33.9% | +18.3% |
| 1Y | +25.1% | -9.3% | +34.4% | +24.9% |
| 3Y | +105.9% | -14.0% | +119.8% | +95.5% |
| All | +105.9% | -13.6% | +119.5% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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