+9.4%
NOW vs GILD
+108.6%
-99.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -6.2% | -4.8% | -1.4% | -5.7% |
| 30D | +6.1% | +5.8% | +0.3% | +5.5% |
| 3M | +28.6% | +14.9% | +13.6% | +27.1% |
| 6M | +14.6% | -0.4% | +15.0% | +14.3% |
| YTD | -13.5% | +18.5% | -32.0% | -16.0% |
| 1Y | -29.4% | +25.1% | -54.5% | -32.1% |
| 3Y | +9.4% | +105.9% | -96.5% | -5.2% |
| All | +9.4% | +108.6% | -99.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling