+1,545.2%
LLY vs GSK
+76.8%
+1,468.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -0.8% |
| 7D | -3.1% | -4.2% | +1.1% | -1.0% |
| 30D | -5.1% | -7.5% | +2.4% | -1.2% |
| 3M | -2.1% | -3.3% | +1.2% | -0.4% |
| 6M | +13.8% | -9.3% | +23.2% | +19.6% |
| YTD | +5.1% | +1.6% | +3.5% | +4.1% |
| 1Y | +53.1% | +25.5% | +27.6% | +36.0% |
| 3Y | +95.6% | +49.3% | +46.4% | +54.7% |
| 5Y | +361.5% | +46.7% | +314.8% | +259.6% |
| 10Y | +1,545.2% | +76.8% | +1,468.4% | +996.9% |
| All | +1,545.2% | +76.8% | +1,468.4% | +996.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling