+159.7%
GILD vs VRSK
+126.1%
+33.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | -5.2% | +0.3% | -3.3% |
| 30D | +5.8% | -2.3% | +8.1% | +6.4% |
| 3M | +14.9% | -2.9% | +17.9% | +15.6% |
| 6M | -0.4% | -12.8% | +12.4% | +3.0% |
| YTD | +18.5% | -20.8% | +39.3% | +25.8% |
| 1Y | +25.1% | -33.2% | +58.3% | +40.3% |
| 3Y | +105.9% | -26.6% | +132.5% | +120.6% |
| 5Y | +143.0% | -11.3% | +154.3% | +139.0% |
| All | +159.7% | +126.1% | +33.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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