+25.8%
ON vs GILD
+40.5%
-14.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.6% | -11.6% |
| 7D | -16.3% | +1.2% | -17.4% | -16.0% |
| 30D | -27.0% | +16.2% | -43.2% | -26.5% |
| 3M | -18.1% | +27.9% | -46.0% | -17.9% |
| 6M | -38.6% | +27.1% | -65.7% | -37.9% |
| YTD | +16.4% | +39.0% | -22.6% | +15.7% |
| 1Y | +25.8% | +40.1% | -14.3% | +24.9% |
| All | +25.8% | +40.5% | -14.7% | +24.9% |
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