+629.3%
ON vs GILD
+163.6%
+465.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.7% |
| 7D | +2.4% | -4.8% | +7.2% | +4.0% |
| 30D | -8.6% | +5.8% | -14.4% | -10.4% |
| 3M | -34.3% | +14.9% | -49.3% | -37.9% |
| 6M | +28.5% | -0.4% | +28.9% | +27.7% |
| YTD | +40.6% | +18.5% | +22.1% | +31.3% |
| 1Y | +55.3% | +25.1% | +30.2% | +42.1% |
| 3Y | -22.2% | +105.9% | -128.1% | -41.3% |
| 5Y | +62.4% | +143.0% | -80.6% | +13.1% |
| All | +629.3% | +163.6% | +465.7% | +381.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling