+67.3%
GSK vs EXEL
+236.1%
-168.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +5.2% | -2.4% | +7.6% | +5.5% |
| 30D | +10.2% | +17.9% | -7.7% | +8.1% |
| 3M | -0.9% | +33.3% | -34.2% | -4.1% |
| 6M | +3.5% | +46.6% | -43.1% | -0.8% |
| YTD | +7.2% | +61.0% | -53.8% | +1.7% |
| 1Y | +12.0% | +70.4% | -58.4% | +5.7% |
| 3Y | +67.3% | +236.1% | -168.8% | +52.2% |
| All | +67.3% | +236.1% | -168.8% | +52.2% |
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