+355.8%
CIEN vs GSK
+44.4%
+311.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.6% |
| 7D | +15.3% | +1.1% | +14.1% | +15.2% |
| 30D | -22.0% | +6.3% | -28.3% | -22.5% |
| 3M | -36.6% | +1.8% | -38.5% | -36.8% |
| 6M | -51.5% | +1.7% | -53.1% | -51.8% |
| YTD | +20.0% | +6.5% | +13.4% | +18.4% |
| 1Y | +44.5% | +9.5% | +35.0% | +41.9% |
| 3Y | +539.0% | +65.3% | +473.7% | +460.7% |
| All | +355.8% | +44.4% | +311.4% | +302.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling