+14,895.3%
GILD vs TDY
+7,056.0%
+7,839.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -4.8% | -1.1% | -3.7% | -4.6% |
| 30D | +5.8% | -12.0% | +17.8% | +8.8% |
| 3M | +14.9% | -3.2% | +18.1% | +15.5% |
| 6M | -0.4% | -7.9% | +7.5% | +1.2% |
| YTD | +18.5% | +18.2% | +0.3% | +13.6% |
| 1Y | +25.1% | +6.7% | +18.5% | +22.5% |
| 3Y | +105.9% | +47.5% | +58.3% | +85.7% |
| 5Y | +143.0% | +39.5% | +103.5% | +119.7% |
| 10Y | +162.4% | +477.2% | -314.8% | +63.5% |
| All | +14,895.3% | +7,056.0% | +7,839.3% | +4,967.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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