+20.9%
MS vs GILD
+45.2%
-24.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +4.2% |
| 7D | +2.6% | +9.6% | -7.0% | +2.7% |
| 30D | +2.6% | +20.6% | -18.0% | +2.8% |
| 3M | -10.1% | +29.7% | -39.8% | -9.7% |
| 6M | +4.4% | +33.1% | -28.7% | +4.8% |
| YTD | +11.7% | +44.7% | -33.0% | +14.6% |
| 1Y | +20.9% | +45.4% | -24.4% | +24.0% |
| All | +20.9% | +45.2% | -24.2% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling