+159.7%
GILD vs VIVK
-100.0%
+259.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.8% |
| 7D | -4.8% | -4.4% | -0.4% | -4.8% |
| 30D | +5.8% | -40.8% | +46.6% | +5.6% |
| 3M | +14.9% | -94.1% | +109.1% | +14.3% |
| 6M | -0.4% | -98.2% | +97.8% | -1.0% |
| YTD | +18.5% | -98.0% | +116.5% | +17.8% |
| 1Y | +25.1% | -100.0% | +125.1% | +24.1% |
| 3Y | +105.9% | -100.0% | +205.9% | +104.3% |
| 5Y | +143.0% | -100.0% | +243.0% | +141.2% |
| All | +159.7% | -100.0% | +259.7% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling