+147.9%
CIEN vs GSK
+452.1%
-304.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.0% |
| 7D | -15.2% | -1.8% | -13.3% | -14.5% |
| 30D | -21.5% | -2.2% | -19.3% | -20.9% |
| 3M | -40.1% | -1.8% | -38.3% | -40.3% |
| 6M | -6.6% | -10.6% | +4.0% | -2.7% |
| YTD | +37.3% | +4.4% | +32.8% | +31.9% |
| 1Y | +174.5% | +30.4% | +144.1% | +136.2% |
| 3Y | +562.3% | +60.1% | +502.2% | +390.3% |
| 5Y | +463.9% | +46.8% | +417.2% | +327.7% |
| 10Y | +1,302.4% | +79.2% | +1,223.1% | +831.7% |
| All | +147.9% | +452.1% | -304.2% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling