+272.1%
ELV vs GSK
+80.1%
+192.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +2.8% | -3.5% | +6.3% | +4.5% |
| 30D | +4.9% | -3.4% | +8.4% | +6.5% |
| 3M | +4.9% | -8.1% | +13.0% | +8.7% |
| 6M | +45.1% | -11.1% | +56.2% | +52.0% |
| YTD | +20.7% | +0.7% | +19.9% | +17.7% |
| 1Y | +35.0% | +20.1% | +14.9% | +19.0% |
| 3Y | -2.4% | +46.1% | -48.6% | -25.0% |
| 5Y | +25.5% | +48.2% | -22.8% | -6.8% |
| All | +272.1% | +80.1% | +192.1% | +155.9% |
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