+38.6%
GILD vs VIVK
-100.0%
+138.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +34.1% | -34.5% | 0.0% |
| 7D | -2.2% | -42.9% | +40.7% | -2.7% |
| 30D | +13.6% | -88.6% | +102.2% | +11.4% |
| 3M | +28.3% | -97.7% | +125.9% | +23.7% |
| 6M | +23.9% | -99.9% | +123.8% | +16.1% |
| YTD | +38.4% | -99.9% | +138.3% | +30.0% |
| 1Y | +38.6% | -100.0% | +138.6% | +28.3% |
| All | +38.6% | -100.0% | +138.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling