+54.8%
ON vs GILD
+36.9%
+17.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | +3.7% | -1.2% | +2.2% |
| 30D | -3.3% | +14.6% | -17.9% | -4.4% |
| 3M | -43.6% | +17.7% | -61.2% | -44.4% |
| 6M | +19.0% | +3.1% | +15.8% | +23.3% |
| YTD | +37.4% | +24.5% | +12.8% | +34.3% |
| 1Y | +54.8% | +37.4% | +17.4% | +49.2% |
| All | +54.8% | +36.9% | +17.8% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling