-30.4%
ELAN vs GSK
+47.2%
-77.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | -5.4% | -3.5% | -1.9% | -4.2% |
| 30D | +4.7% | -3.4% | +8.1% | +6.0% |
| 3M | -3.7% | -8.1% | +4.5% | -1.1% |
| 6M | -1.2% | -11.1% | +9.9% | +2.7% |
| YTD | +2.4% | +0.7% | +1.6% | +1.8% |
| 1Y | +23.4% | +20.1% | +3.2% | +15.4% |
| 3Y | +96.7% | +46.1% | +50.6% | +70.2% |
| All | -30.4% | +47.2% | -77.6% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling