+40.7%
ILMN vs GSK
+60.3%
-19.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.0% |
| 7D | +1.2% | -1.8% | +3.0% | +1.7% |
| 30D | +9.2% | -2.2% | +11.4% | +9.7% |
| 3M | +29.8% | -1.8% | +31.7% | +30.0% |
| 6M | +69.2% | -10.6% | +79.8% | +73.9% |
| YTD | +66.4% | +4.4% | +62.0% | +62.0% |
| 1Y | +123.4% | +30.4% | +93.0% | +101.3% |
| All | +40.7% | +60.3% | -19.6% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling