+49.3%
GSK vs EXEL
+160.6%
-111.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.5% |
| 7D | -4.2% | +1.4% | -5.6% | -4.3% |
| 30D | -7.5% | +6.7% | -14.2% | -8.1% |
| 3M | -3.3% | +11.5% | -14.7% | -4.4% |
| 6M | -9.3% | +38.8% | -48.1% | -12.3% |
| YTD | +1.6% | +31.6% | -30.0% | -1.3% |
| 1Y | +25.5% | +53.0% | -27.5% | +20.4% |
| 3Y | +49.3% | +160.8% | -111.6% | +39.8% |
| All | +49.3% | +160.6% | -111.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling