-45.5%
ILMN vs GSK
+43.2%
-88.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -9.7% | +1.7% | -11.3% | -10.1% |
| 30D | -20.4% | +7.0% | -27.4% | -22.2% |
| 3M | +10.0% | -2.7% | +12.7% | +10.4% |
| 6M | +49.5% | +1.4% | +48.1% | +47.6% |
| YTD | +62.5% | +5.3% | +57.2% | +57.3% |
| 1Y | +76.0% | +10.6% | +65.3% | +67.4% |
| 3Y | +94.2% | +62.6% | +31.6% | +58.0% |
| All | -45.5% | +43.2% | -88.8% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling