+57.3%
LLY vs GSK
+14.9%
+42.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -2.6% |
| 7D | +10.1% | +4.9% | +5.1% | +6.7% |
| 30D | +24.0% | +9.9% | +14.2% | +16.6% |
| 3M | +27.3% | +0.2% | +27.1% | +26.8% |
| 6M | +47.0% | +2.3% | +44.6% | +44.2% |
| YTD | +32.6% | +7.1% | +25.5% | +26.3% |
| 1Y | +57.3% | +13.1% | +44.2% | +47.3% |
| All | +57.3% | +14.9% | +42.4% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling