+36.9%
CMS vs GSK
+63.2%
-26.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.6% |
| 30D | +6.3% | +7.0% | -0.7% | +5.0% |
| 3M | -2.1% | -2.7% | +0.6% | -1.7% |
| 6M | -5.1% | +1.4% | -6.5% | -5.4% |
| YTD | +1.3% | +5.3% | -4.1% | +0.1% |
| 1Y | -1.4% | +10.6% | -12.0% | -3.4% |
| 3Y | +36.9% | +62.6% | -25.7% | +17.6% |
| All | +36.9% | +63.2% | -26.3% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling