-32.0%
BAX vs GSK
+53.4%
-85.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.0% | -2.5% |
| 7D | -2.4% | -4.2% | +1.8% | -0.5% |
| 30D | -9.7% | -7.5% | -2.2% | -6.5% |
| 3M | +29.3% | -3.3% | +32.5% | +31.0% |
| 6M | +40.7% | -9.3% | +50.0% | +46.9% |
| YTD | +30.3% | +1.6% | +28.7% | +30.5% |
| 1Y | +3.4% | +25.5% | -22.1% | -5.3% |
| 3Y | -32.0% | +49.3% | -81.3% | -40.5% |
| All | -32.0% | +53.4% | -85.4% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling