+25.9%
BDX vs GSK
+31.2%
-5.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | -2.5% | -1.8% | -0.7% | -1.8% |
| 30D | +8.3% | -2.2% | +10.4% | +9.1% |
| 3M | +24.4% | -1.8% | +26.2% | +25.2% |
| 6M | +9.2% | -10.6% | +19.8% | +12.5% |
| YTD | +22.7% | +4.4% | +18.3% | +21.0% |
| 1Y | +25.9% | +30.4% | -4.5% | +17.2% |
| All | +25.9% | +31.2% | -5.4% | +17.2% |
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