+1,447.6%
CIEN vs GSK
+81.9%
+1,365.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.6% | -3.6% | -1.0% | -3.6% |
| 30D | -12.8% | -5.9% | -6.9% | -11.4% |
| 3M | -23.1% | -4.3% | -18.8% | -22.7% |
| 6M | +6.1% | -10.8% | +16.9% | +9.0% |
| YTD | +44.5% | +1.8% | +42.7% | +41.8% |
| 1Y | +176.6% | +23.5% | +153.1% | +153.8% |
| 3Y | +601.0% | +49.5% | +551.4% | +476.1% |
| 5Y | +509.1% | +49.7% | +459.5% | +389.1% |
| All | +1,447.6% | +81.9% | +1,365.7% | +1,032.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling