+247.9%
SOXX vs GILD
+142.1%
+105.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | +1.4% | -4.8% | +6.2% | +2.2% |
| 30D | -3.6% | +5.8% | -9.4% | -4.6% |
| 3M | -10.2% | +14.9% | -25.1% | -12.9% |
| 6M | +54.2% | -0.4% | +54.6% | +54.2% |
| YTD | +75.2% | +18.5% | +56.7% | +68.6% |
| 1Y | +107.5% | +25.1% | +82.4% | +97.0% |
| 3Y | +226.8% | +105.9% | +120.9% | +173.9% |
| All | +247.9% | +142.1% | +105.8% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling