-9.4%
ABT vs GSK
+47.3%
-56.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.7% | -3.6% | -1.2% | -3.7% |
| 30D | -3.1% | -5.9% | +2.8% | -1.3% |
| 3M | +16.1% | -4.3% | +20.4% | +17.6% |
| 6M | -5.3% | -10.8% | +5.5% | -2.3% |
| YTD | -14.4% | +1.8% | -16.2% | -15.1% |
| 1Y | -18.4% | +23.5% | -41.9% | -23.7% |
| 3Y | +11.2% | +49.5% | -38.3% | -3.3% |
| 5Y | -9.4% | +49.7% | -59.0% | -23.0% |
| All | -9.4% | +47.3% | -56.7% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling