+1,925.8%
MRVL vs GILD
+163.6%
+1,762.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +5.6% | -4.8% | +10.4% | +6.8% |
| 30D | +8.8% | +5.8% | +3.0% | +7.3% |
| 3M | -15.9% | +14.9% | -30.8% | -19.2% |
| 6M | +161.3% | -0.4% | +161.6% | +160.2% |
| YTD | +178.2% | +18.5% | +159.7% | +163.8% |
| 1Y | +255.3% | +25.1% | +230.2% | +230.9% |
| 3Y | +323.1% | +105.9% | +217.2% | +232.3% |
| 5Y | +293.2% | +143.0% | +150.2% | +185.7% |
| All | +1,925.8% | +163.6% | +1,762.2% | +1,263.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling