+875.9%
BAX vs GSK
+1,705.8%
-829.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.7% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | -5.5% | -2.2% | -3.3% | -4.8% |
| 3M | +33.5% | -1.8% | +35.4% | +34.2% |
| 6M | +35.9% | -10.6% | +46.5% | +41.1% |
| YTD | +35.4% | +4.4% | +30.9% | +33.6% |
| 1Y | +9.8% | +30.4% | -20.7% | +0.4% |
| 3Y | -32.7% | +60.1% | -92.8% | -42.9% |
| 5Y | -65.6% | +46.8% | -112.3% | -70.4% |
| 10Y | -34.9% | +79.2% | -114.1% | -48.2% |
| All | +875.9% | +1,705.8% | -829.9% | +244.3% |
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