+142.4%
GILD vs VIVK
-100.0%
+242.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | +14.9% | -94.1% | +109.1% | +14.0% |
| 6M | -0.4% | -98.2% | +97.8% | -1.4% |
| YTD | +18.5% | -98.0% | +116.5% | +17.3% |
| 1Y | +25.1% | -100.0% | +125.1% | +24.0% |
| 3Y | +105.9% | -100.0% | +205.9% | +103.7% |
| All | +142.4% | -100.0% | +242.4% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling