+6,642.4%
ABT vs GSK
+1,705.8%
+4,936.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | -3.7% | -1.8% | -1.9% | -3.0% |
| 30D | +2.5% | -2.2% | +4.7% | +3.3% |
| 3M | +20.2% | -1.8% | +22.0% | +20.9% |
| 6M | -2.9% | -10.6% | +7.7% | +1.1% |
| YTD | -11.9% | +4.4% | -16.4% | -13.9% |
| 1Y | -16.5% | +30.4% | -47.0% | -25.4% |
| 3Y | +12.1% | +60.1% | -48.0% | -9.1% |
| 5Y | -7.4% | +46.8% | -54.2% | -23.5% |
| 10Y | +210.7% | +79.2% | +131.5% | +135.6% |
| All | +6,642.4% | +1,705.8% | +4,936.6% | +1,825.3% |
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