+37,853.0%
QCOM vs GILD
+39,041.2%
-1,188.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +4.9% | -4.2% | +9.2% | +5.8% |
| 30D | +9.3% | +6.7% | +2.7% | +7.8% |
| 3M | -7.0% | +20.0% | -27.0% | -10.6% |
| 6M | +32.0% | -1.3% | +33.4% | +31.9% |
| YTD | +5.0% | +19.4% | -14.4% | +0.7% |
| 1Y | +13.6% | +28.9% | -15.3% | +7.1% |
| 3Y | +77.6% | +110.3% | -32.7% | +49.9% |
| 5Y | +38.2% | +144.8% | -106.6% | +12.6% |
| 10Y | +282.8% | +164.4% | +118.4% | +202.1% |
| All | +37,853.0% | +39,041.2% | -1,188.2% | +12,575.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling