+48.0%
BAX vs GSK
+14.9%
+33.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.1% | +1.1% |
| 7D | +4.1% | +4.9% | -0.9% | +1.1% |
| 30D | +9.4% | +9.9% | -0.5% | +2.9% |
| 3M | -6.5% | +0.2% | -6.6% | -6.9% |
| 6M | +59.6% | +2.3% | +57.3% | +55.7% |
| YTD | +38.9% | +7.1% | +31.8% | +35.0% |
| 1Y | +48.0% | +13.1% | +34.9% | +40.1% |
| All | +48.0% | +14.9% | +33.1% | +40.1% |
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