+201.2%
ABT vs GSK
+80.0%
+121.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.3% |
| 7D | -5.0% | -5.4% | +0.4% | -2.7% |
| 30D | -5.8% | -4.6% | -1.2% | -3.9% |
| 3M | +16.7% | -5.1% | +21.9% | +19.2% |
| 6M | -5.2% | -11.4% | +6.2% | -0.6% |
| YTD | -16.0% | +0.7% | -16.7% | -16.8% |
| 1Y | -18.3% | +23.0% | -41.3% | -26.2% |
| 3Y | +9.2% | +48.0% | -38.7% | -11.7% |
| 5Y | -11.6% | +48.2% | -59.8% | -30.3% |
| All | +201.2% | +80.0% | +121.2% | +116.2% |
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