+24.9%
SMH vs GILD
+40.5%
-15.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.0% | -7.3% | -11.5% |
| 7D | -20.3% | +1.2% | -21.5% | -19.9% |
| 30D | -29.2% | +16.2% | -45.4% | -28.2% |
| 3M | -21.4% | +27.9% | -49.3% | -20.2% |
| 6M | -14.3% | +27.1% | -41.4% | -12.7% |
| YTD | +24.3% | +39.0% | -14.7% | +27.6% |
| 1Y | +24.9% | +40.1% | -15.2% | +28.6% |
| All | +24.9% | +40.5% | -15.6% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling