+9.8%
BAX vs GSK
+31.2%
-21.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.1% |
| 7D | -1.1% | -1.8% | +0.7% | -0.2% |
| 30D | -5.5% | -2.2% | -3.3% | -4.5% |
| 3M | +33.5% | -1.8% | +35.4% | +34.3% |
| 6M | +35.9% | -10.6% | +46.5% | +42.9% |
| YTD | +35.4% | +4.4% | +30.9% | +36.3% |
| 1Y | +9.8% | +30.4% | -20.7% | +0.6% |
| All | +9.8% | +31.2% | -21.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling