+889.2%
XLV vs GILD
+18,644.2%
-17,754.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | -4.8% | +1.3% | -2.6% |
| 30D | -1.8% | +5.8% | -7.6% | -2.9% |
| 3M | +7.8% | +14.9% | -7.1% | +4.7% |
| 6M | +9.1% | -0.4% | +9.5% | +9.0% |
| YTD | +7.7% | +18.5% | -10.8% | +3.8% |
| 1Y | +20.4% | +25.1% | -4.7% | +14.7% |
| 3Y | +30.8% | +105.9% | -75.1% | +11.8% |
| 5Y | +34.6% | +143.0% | -108.4% | +11.0% |
| 10Y | +173.4% | +162.4% | +11.0% | +119.1% |
| All | +889.2% | +18,644.2% | -17,754.9% | +312.3% |
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