+184.1%
GSK vs EXEL
+273.2%
-89.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -1.8% | +8.4% | -10.2% | -2.4% |
| 30D | -2.2% | +4.1% | -6.2% | -2.5% |
| 3M | -1.8% | +12.4% | -14.2% | -2.7% |
| 6M | -10.6% | +41.5% | -52.2% | -13.0% |
| YTD | +4.4% | +34.6% | -30.2% | +2.0% |
| 1Y | +30.4% | +57.9% | -27.5% | +25.7% |
| 3Y | +60.1% | +159.5% | -99.4% | +47.5% |
| 5Y | +46.8% | +198.5% | -151.7% | +33.0% |
| 10Y | +79.2% | +411.4% | -332.1% | +50.4% |
| All | +184.1% | +273.2% | -89.0% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling