+18.9%
ELV vs GSK
+48.8%
-29.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -2.2% | -3.6% | +1.4% | -1.0% |
| 30D | -0.2% | -5.9% | +5.7% | +1.8% |
| 3M | -6.1% | -4.3% | -1.9% | -5.1% |
| 6M | +42.8% | -10.8% | +53.6% | +47.6% |
| YTD | +14.4% | +1.8% | +12.6% | +11.9% |
| 1Y | +28.6% | +23.5% | +5.1% | +15.9% |
| 3Y | -7.4% | +49.5% | -56.9% | -24.1% |
| All | +18.9% | +48.8% | -29.9% | -3.1% |
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 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