+6,695.8%
ABT vs GSK
+1,742.6%
+4,953.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | +6.0% | +6.3% | -0.3% | +3.5% |
| 3M | -1.9% | +1.8% | -3.7% | -2.7% |
| 6M | +31.2% | +1.7% | +29.5% | +30.0% |
| YTD | -11.2% | +6.5% | -17.8% | -14.0% |
| 1Y | -14.0% | +9.5% | -23.4% | -17.5% |
| 3Y | +20.7% | +65.3% | -44.6% | -3.2% |
| 5Y | -6.7% | +43.7% | -50.4% | -22.2% |
| 10Y | +226.3% | +104.1% | +122.2% | +135.5% |
| All | +6,695.8% | +1,742.6% | +4,953.3% | +1,823.3% |
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