+127.0%
CIEN vs GSK
+460.4%
-333.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +27.4% | +0.5% | +26.9% | +27.1% |
| 30D | -26.6% | +9.4% | -36.0% | -30.1% |
| 3M | -32.0% | +1.6% | -33.5% | -33.5% |
| 6M | -49.1% | +1.3% | -50.4% | -50.7% |
| YTD | +25.7% | +6.0% | +19.7% | +18.5% |
| 1Y | +40.3% | +9.1% | +31.2% | +30.4% |
| 3Y | +566.2% | +65.4% | +500.8% | +380.8% |
| 5Y | +378.7% | +43.0% | +335.7% | +264.3% |
| 10Y | +1,252.3% | +103.1% | +1,149.2% | +732.1% |
| All | +127.0% | +460.4% | -333.4% | -4.0% |
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 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