+282.9%
QCOM vs GILD
+163.6%
+119.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.1% |
| 7D | +7.8% | -4.8% | +12.7% | +9.2% |
| 30D | +12.2% | +5.8% | +6.4% | +10.3% |
| 3M | -9.9% | +14.9% | -24.8% | -13.7% |
| 6M | +36.9% | -0.4% | +37.3% | +36.4% |
| YTD | +8.0% | +18.5% | -10.5% | +2.0% |
| 1Y | +15.0% | +25.1% | -10.1% | +6.6% |
| 3Y | +75.8% | +105.9% | -30.1% | +37.9% |
| 5Y | +42.2% | +143.0% | -100.8% | +4.0% |
| All | +282.9% | +163.6% | +119.3% | +163.7% |
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