+39,906.2%
GILD vs STZ
+9,186.5%
+30,719.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -4.8% | -4.5% | -0.4% | -3.9% |
| 30D | +5.8% | -8.6% | +14.4% | +7.6% |
| 3M | +14.9% | -13.8% | +28.7% | +18.2% |
| 6M | -0.4% | -17.2% | +16.8% | +3.1% |
| YTD | +18.5% | -9.4% | +27.9% | +19.9% |
| 1Y | +25.1% | -11.9% | +37.0% | +27.1% |
| 3Y | +105.9% | -49.6% | +155.5% | +131.9% |
| 5Y | +143.0% | -37.2% | +180.1% | +160.2% |
| 10Y | +162.4% | -11.3% | +173.7% | +153.1% |
| All | +39,906.2% | +9,186.5% | +30,719.6% | +14,165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling