+20.4%
XLV vs GILD
+27.8%
-7.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -3.6% | -4.8% | +1.3% | -2.0% |
| 30D | -1.8% | +5.8% | -7.6% | -3.5% |
| 3M | +7.8% | +14.9% | -7.1% | +3.2% |
| 6M | +9.1% | -0.4% | +9.5% | +8.4% |
| YTD | +7.7% | +18.5% | -10.8% | +2.6% |
| 1Y | +20.4% | +25.1% | -4.7% | +13.2% |
| All | +20.4% | +27.8% | -7.4% | +13.2% |
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 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