+152.5%
JPM vs GILD
+142.1%
+10.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | -0.7% | -4.8% | +4.1% | +0.3% |
| 30D | -2.5% | +5.8% | -8.2% | -3.6% |
| 3M | +14.1% | +14.9% | -0.8% | +10.6% |
| 6M | +25.1% | -0.4% | +25.4% | +24.9% |
| YTD | +12.1% | +18.5% | -6.4% | +7.4% |
| 1Y | +18.8% | +25.1% | -6.3% | +12.1% |
| 3Y | +163.4% | +105.9% | +57.5% | +112.1% |
| All | +152.5% | +142.1% | +10.4% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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