+10,405.0%
JPM vs GILD
+38,746.6%
-28,341.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | -0.7% | -4.8% | +4.1% | +0.2% |
| 30D | -2.5% | +5.8% | -8.2% | -3.5% |
| 3M | +14.1% | +14.9% | -0.8% | +11.1% |
| 6M | +25.1% | -0.4% | +25.4% | +24.8% |
| YTD | +12.1% | +18.5% | -6.4% | +8.2% |
| 1Y | +18.8% | +25.1% | -6.3% | +13.3% |
| 3Y | +163.4% | +105.9% | +57.5% | +127.0% |
| 5Y | +156.5% | +143.0% | +13.6% | +113.7% |
| 10Y | +595.1% | +162.4% | +432.7% | +462.5% |
| All | +10,405.0% | +38,746.6% | -28,341.6% | +3,846.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling