+52.3%
BDX vs GSK
+14.9%
+37.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.0% | +0.5% | +3.2% |
| 7D | +7.2% | +4.9% | +2.2% | +4.8% |
| 30D | +15.8% | +9.9% | +5.9% | +10.7% |
| 3M | +23.7% | +0.2% | +23.5% | +23.2% |
| 6M | +44.8% | +2.3% | +42.5% | +42.8% |
| YTD | +39.8% | +7.1% | +32.7% | +32.3% |
| 1Y | +52.3% | +13.1% | +39.2% | +38.9% |
| All | +52.3% | +14.9% | +37.4% | +38.9% |
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