+17,561.1%
LLY vs GSK
+1,705.8%
+15,855.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | -2.1% | -1.8% | -0.3% | -1.4% |
| 30D | -1.6% | -2.2% | +0.6% | -0.7% |
| 3M | +2.3% | -1.8% | +4.1% | +3.0% |
| 6M | +14.9% | -10.6% | +25.5% | +20.5% |
| YTD | +7.5% | +4.4% | +3.0% | +5.4% |
| 1Y | +55.7% | +30.4% | +25.3% | +38.5% |
| 3Y | +110.6% | +60.1% | +50.5% | +68.8% |
| 5Y | +363.4% | +46.8% | +316.6% | +280.0% |
| 10Y | +1,649.0% | +79.2% | +1,569.8% | +1,206.2% |
| All | +17,561.1% | +1,705.8% | +15,855.3% | +5,048.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling