+365.4%
STX vs GILD
+36.9%
+328.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.3% |
| 7D | +2.4% | +3.6% | -1.3% | +3.2% |
| 30D | +1.4% | +14.6% | -13.2% | +4.2% |
| 3M | -8.2% | +17.7% | -25.9% | -5.7% |
| 6M | +127.0% | +3.1% | +123.9% | +140.4% |
| YTD | +209.1% | +24.5% | +184.6% | +220.1% |
| 1Y | +365.4% | +37.4% | +328.0% | +405.9% |
| All | +365.4% | +36.9% | +328.5% | +405.9% |
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 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