+1,256.8%
SMH vs GILD
+10,840.5%
-9,583.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.7% |
| 7D | +0.3% | -4.8% | +5.1% | +1.8% |
| 30D | -2.8% | +5.8% | -8.6% | -4.6% |
| 3M | -6.7% | +14.9% | -21.6% | -11.3% |
| 6M | +41.8% | -0.4% | +42.1% | +40.7% |
| YTD | +57.9% | +18.5% | +39.3% | +48.1% |
| 1Y | +87.6% | +25.1% | +62.5% | +72.6% |
| 3Y | +282.9% | +105.9% | +177.0% | +193.5% |
| 5Y | +330.4% | +143.0% | +187.4% | +209.6% |
| 10Y | +1,857.0% | +162.4% | +1,694.6% | +1,235.3% |
| All | +1,256.8% | +10,840.5% | -9,583.6% | +156.2% |
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