+73.9%
MSFT vs GILD
+142.1%
-68.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -0.8% | -4.8% | +4.0% | -0.1% |
| 30D | +0.8% | +5.8% | -4.9% | 0.0% |
| 3M | +27.2% | +14.9% | +12.3% | +24.7% |
| 6M | +22.9% | -0.4% | +23.3% | +22.7% |
| YTD | +3.1% | +18.5% | -15.4% | +0.1% |
| 1Y | -0.3% | +25.1% | -25.4% | -4.2% |
| 3Y | +50.1% | +105.9% | -55.8% | +28.1% |
| All | +73.9% | +142.1% | -68.2% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling