+328.9%
ORCL vs GILD
+163.6%
+165.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.6% |
| 7D | -5.4% | -4.8% | -0.5% | -4.3% |
| 30D | -2.0% | +5.8% | -7.7% | -3.3% |
| 3M | -18.1% | +14.9% | -33.0% | -20.9% |
| 6M | -7.2% | -0.4% | -6.9% | -7.5% |
| YTD | -22.2% | +18.5% | -40.7% | -26.2% |
| 1Y | -50.6% | +25.1% | -75.7% | -54.1% |
| 3Y | +22.9% | +105.9% | -83.0% | -3.7% |
| 5Y | +79.3% | +143.0% | -63.7% | +30.7% |
| All | +328.9% | +163.6% | +165.3% | +191.0% |
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