+1,705.8%
GSK vs RGEN
+1,576.0%
+129.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -1.8% | -4.9% | +3.1% | -1.7% |
| 30D | -2.2% | +5.7% | -7.9% | -2.4% |
| 3M | -1.8% | +32.4% | -34.2% | -2.8% |
| 6M | -10.6% | +33.2% | -43.8% | -11.6% |
| YTD | +4.4% | +2.3% | +2.1% | +4.1% |
| 1Y | +30.4% | +39.0% | -8.6% | +28.6% |
| 3Y | +60.1% | -4.6% | +64.7% | +58.6% |
| 5Y | +46.8% | -42.7% | +89.5% | +46.5% |
| 10Y | +79.2% | +433.6% | -354.4% | +66.1% |
| All | +1,705.8% | +1,576.0% | +129.8% | +1,106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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