+13,682.3%
LLY vs GILD
+38,746.6%
-25,064.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.9% | -4.8% | +1.9% | -2.2% |
| 30D | -8.4% | +5.8% | -14.2% | -9.2% |
| 3M | -3.8% | +14.9% | -18.7% | -5.7% |
| 6M | +11.9% | -0.4% | +12.3% | +12.0% |
| YTD | +4.3% | +18.5% | -14.2% | +1.7% |
| 1Y | +48.5% | +25.1% | +23.3% | +43.6% |
| 3Y | +91.2% | +105.9% | -14.7% | +71.1% |
| 5Y | +387.5% | +143.0% | +244.5% | +325.0% |
| 10Y | +1,567.6% | +162.4% | +1,405.2% | +1,326.4% |
| All | +13,682.3% | +38,746.6% | -25,064.3% | +6,582.1% |
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