+142.4%
GILD vs STZ
-37.6%
+180.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -4.8% | -4.5% | -0.4% | -4.0% |
| 30D | +5.8% | -8.6% | +14.4% | +7.5% |
| 3M | +14.9% | -13.8% | +28.7% | +17.9% |
| 6M | -0.4% | -17.2% | +16.8% | +2.8% |
| YTD | +18.5% | -9.4% | +27.9% | +19.2% |
| 1Y | +25.1% | -11.9% | +37.0% | +26.4% |
| 3Y | +105.9% | -49.6% | +155.5% | +137.1% |
| All | +142.4% | -37.6% | +180.0% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 5y: compounded portfolio wealth divided by compounded STZ 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…
5y analysis · Full analysis span regression · 6 months rolling