+32,991.5%
GILD vs TMO
+5,651.7%
+27,339.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | +5.8% | +1.1% | +4.6% | +5.2% |
| 3M | +14.9% | +28.3% | -13.4% | +4.4% |
| 6M | -0.4% | +23.3% | -23.6% | -8.7% |
| YTD | +18.5% | +5.5% | +13.1% | +14.5% |
| 1Y | +25.1% | +24.5% | +0.6% | +13.2% |
| 3Y | +105.9% | +19.6% | +86.3% | +85.5% |
| 5Y | +143.0% | +8.1% | +134.9% | +121.2% |
| 10Y | +162.4% | +336.7% | -174.3% | +34.2% |
| All | +32,991.5% | +5,651.7% | +27,339.8% | +8,255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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