+95.2%
CNC vs GSK
+80.1%
+15.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -0.9% | -3.5% | +2.6% | +0.6% |
| 30D | -1.0% | -3.4% | +2.5% | +0.4% |
| 3M | +4.5% | -8.1% | +12.7% | +7.8% |
| 6M | +85.2% | -11.1% | +96.4% | +92.5% |
| YTD | +61.4% | +0.7% | +60.7% | +56.7% |
| 1Y | +94.9% | +20.1% | +74.8% | +72.6% |
| 3Y | 0.0% | +46.1% | -46.1% | -21.4% |
| 5Y | +11.2% | +48.2% | -37.0% | -15.5% |
| All | +95.2% | +80.1% | +15.2% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling