+25.1%
GILD vs VIVK
-100.0%
+125.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.9% |
| 7D | -4.8% | -4.4% | -0.4% | -4.9% |
| 30D | +5.8% | -40.8% | +46.6% | +5.0% |
| 3M | +14.9% | -94.1% | +109.1% | +11.5% |
| 6M | -0.4% | -98.2% | +97.8% | -4.2% |
| YTD | +18.5% | -98.0% | +116.5% | +14.7% |
| 1Y | +25.1% | -100.0% | +125.1% | +13.7% |
| All | +25.1% | -100.0% | +125.1% | +13.7% |
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