+58.5%
SOXX vs GILD
+46.6%
+11.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.7% | +6.0% |
| 7D | +3.5% | -2.7% | +6.2% | +3.2% |
| 30D | -14.4% | +12.8% | -27.3% | -13.0% |
| 3M | -12.7% | +25.7% | -38.4% | -10.9% |
| 6M | -12.4% | +28.7% | -41.1% | -10.2% |
| YTD | +55.1% | +40.8% | +14.3% | +58.2% |
| 1Y | +58.5% | +41.9% | +16.6% | +62.4% |
| All | +58.5% | +46.6% | +11.8% | +62.4% |
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