+65.0%
GILD vs ZYBT
-58.9%
+123.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.8% |
| 7D | -4.8% | -3.7% | -1.1% | -4.8% |
| 30D | +5.8% | 0.0% | +5.8% | +5.8% |
| 3M | +14.9% | +72.2% | -57.3% | +15.6% |
| 6M | -0.4% | +103.1% | -103.5% | -0.5% |
| YTD | +18.5% | +34.8% | -16.3% | +19.2% |
| 1Y | +25.1% | -83.2% | +108.3% | +29.8% |
| All | +65.0% | -58.9% | +123.9% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 all: compounded portfolio wealth divided by compounded ZYBT 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…
all analysis · Full analysis span regression · 6 months rolling