+91.2%
LLY vs GILD
+108.6%
-17.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.9% | -4.8% | +1.9% | -1.7% |
| 30D | -8.4% | +5.8% | -14.2% | -9.6% |
| 3M | -3.8% | +14.9% | -18.7% | -7.0% |
| 6M | +11.9% | -0.4% | +12.3% | +11.4% |
| YTD | +4.3% | +18.5% | -14.2% | +0.6% |
| 1Y | +48.5% | +25.1% | +23.3% | +42.0% |
| 3Y | +91.2% | +105.9% | -14.7% | +73.0% |
| All | +91.2% | +108.6% | -17.3% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling