+468.3%
WELL vs GSK
+102.0%
+366.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +7.8% | +7.8% | -0.1% | +4.5% |
| 3M | +10.2% | +0.3% | +9.9% | +9.8% |
| 6M | +16.4% | +3.4% | +12.9% | +14.3% |
| YTD | +35.2% | +5.9% | +29.3% | +30.5% |
| 1Y | +30.5% | +8.2% | +22.2% | +24.7% |
| 3Y | +206.1% | +65.3% | +140.8% | +134.2% |
| 5Y | +228.3% | +43.3% | +185.0% | +163.6% |
| 10Y | +468.3% | +102.9% | +365.4% | +292.9% |
| All | +468.3% | +102.0% | +366.4% | +292.9% |
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