+59.8%
ON vs GILD
+142.1%
-82.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.7% |
| 7D | +2.4% | -4.8% | +7.2% | +3.8% |
| 30D | -8.6% | +5.8% | -14.4% | -10.1% |
| 3M | -34.3% | +14.9% | -49.3% | -37.5% |
| 6M | +28.5% | -0.4% | +28.9% | +28.4% |
| YTD | +40.6% | +18.5% | +22.1% | +32.5% |
| 1Y | +55.3% | +25.1% | +30.2% | +43.6% |
| 3Y | -22.2% | +105.9% | -128.1% | -39.5% |
| All | +59.8% | +142.1% | -82.3% | +4.8% |
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