+32,991.5%
GILD vs TECH
+11,205.5%
+21,786.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | +5.8% | 0.0% | +5.8% | +5.8% |
| 3M | +14.9% | +33.7% | -18.7% | +6.2% |
| 6M | -0.4% | +34.9% | -35.3% | -9.4% |
| YTD | +18.5% | +23.2% | -4.6% | +9.8% |
| 1Y | +25.1% | +36.3% | -11.2% | +12.4% |
| 3Y | +105.9% | +2.3% | +103.6% | +91.9% |
| 5Y | +143.0% | -42.9% | +185.9% | +155.1% |
| 10Y | +162.4% | +188.4% | -26.0% | +72.3% |
| All | +32,991.5% | +11,205.5% | +21,786.0% | +11,825.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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