+160.3%
CIEN vs GSK
+24.2%
+136.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.6% | -3.6% | -1.0% | -4.4% |
| 30D | -12.8% | -5.9% | -6.9% | -12.4% |
| 3M | -23.1% | -4.3% | -18.8% | -23.2% |
| 6M | +6.1% | -10.8% | +16.9% | +8.4% |
| YTD | +44.5% | +1.8% | +42.7% | +42.5% |
| All | +160.3% | +24.2% | +136.1% | +142.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling