+1,245.2%
MU vs GILD
+142.1%
+1,103.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -4.1% | -4.8% | +0.8% | -3.3% |
| 30D | +7.0% | +5.8% | +1.2% | +5.9% |
| 3M | -2.1% | +14.9% | -17.0% | -5.2% |
| 6M | +133.1% | -0.4% | +133.4% | +133.3% |
| YTD | +241.9% | +18.5% | +223.4% | +229.2% |
| 1Y | +548.8% | +25.1% | +523.6% | +516.9% |
| 3Y | +1,308.2% | +105.9% | +1,202.3% | +1,106.0% |
| All | +1,245.2% | +142.1% | +1,103.0% | +868.4% |
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