+45.4%
GILD vs STM
+92.4%
-47.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.1% | +10.2% | +4.0% |
| 7D | +9.6% | -6.0% | +15.6% | +9.4% |
| 30D | +20.6% | -20.9% | +41.6% | +20.3% |
| 3M | +29.7% | -15.8% | +45.5% | +29.4% |
| 6M | +33.1% | -17.0% | +50.2% | +28.5% |
| YTD | +44.7% | +76.8% | -32.1% | +24.3% |
| 1Y | +45.4% | +96.5% | -51.1% | +23.1% |
| All | +45.4% | +92.4% | -47.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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