-34.6%
ELAN vs GSK
+75.5%
-110.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -4.6% | -3.6% | -1.0% | -3.0% |
| 30D | +5.7% | -5.9% | +11.6% | +8.6% |
| 3M | -3.9% | -4.3% | +0.4% | -2.4% |
| 6M | -1.6% | -10.8% | +9.2% | +3.1% |
| YTD | +4.1% | +1.8% | +2.3% | +2.4% |
| 1Y | +25.5% | +23.5% | +2.1% | +12.8% |
| 3Y | +103.2% | +49.5% | +53.7% | +62.9% |
| 5Y | -29.8% | +49.7% | -79.5% | -45.3% |
| All | -34.6% | +75.5% | -110.1% | -54.0% |
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