+898.2%
BAX vs GSK
+1,754.3%
-856.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.6% | +5.2% | -1.5% | +1.9% |
| 30D | +8.5% | +10.2% | -1.7% | +4.9% |
| 3M | -4.9% | -0.9% | -4.0% | -4.8% |
| 6M | +47.0% | +3.5% | +43.5% | +44.9% |
| YTD | +38.4% | +7.2% | +31.2% | +35.2% |
| 1Y | +49.1% | +12.0% | +37.1% | +43.5% |
| 3Y | -14.9% | +67.3% | -82.2% | -28.8% |
| 5Y | -63.1% | +45.3% | -108.4% | -68.2% |
| 10Y | -35.6% | +101.8% | -137.4% | -50.7% |
| All | +898.2% | +1,754.3% | -856.1% | +248.3% |
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