+4,405.6%
CNC vs GSK
+206.5%
+4,199.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.5% |
| 7D | -1.0% | -4.2% | +3.2% | +0.9% |
| 30D | -1.8% | -7.5% | +5.7% | +1.5% |
| 3M | -0.7% | -3.3% | +2.6% | +0.1% |
| 6M | +47.9% | -9.3% | +57.3% | +52.6% |
| YTD | +56.9% | +1.6% | +55.3% | +52.4% |
| 1Y | +123.9% | +25.5% | +98.4% | +96.1% |
| 3Y | -1.3% | +49.3% | -50.5% | -21.8% |
| 5Y | +2.8% | +46.7% | -43.9% | -19.5% |
| 10Y | +90.9% | +76.8% | +14.1% | +35.2% |
| All | +4,405.6% | +206.5% | +4,199.1% | +2,249.1% |
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