+31,129.3%
MSFT vs GILD
+38,746.6%
-7,617.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.5% |
| 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% | -4.1% |
| 3Y | +50.1% | +105.9% | -55.8% | +32.5% |
| 5Y | +74.6% | +143.0% | -68.3% | +49.8% |
| 10Y | +893.0% | +162.4% | +730.6% | +734.7% |
| All | +31,129.3% | +38,746.6% | -7,617.2% | +14,839.6% |
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