+10.3%
NEE vs GILD
+145.8%
-135.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | -2.2% | -3.0% | +0.9% | -1.5% |
| 30D | -4.6% | +5.8% | -10.4% | -5.9% |
| 3M | -4.4% | +17.3% | -21.7% | -8.1% |
| 6M | -10.7% | +1.6% | -12.3% | -11.3% |
| YTD | +3.9% | +20.8% | -16.9% | -1.2% |
| 1Y | +17.2% | +31.1% | -13.9% | +8.9% |
| 3Y | +28.8% | +106.9% | -78.0% | +2.9% |
| 5Y | +10.3% | +146.9% | -136.6% | -19.6% |
| All | +10.3% | +145.8% | -135.5% | -19.6% |
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 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