-9.0%
BDX vs GSK
+48.7%
-57.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -3.6% | -3.6% | 0.0% | -2.3% |
| 30D | +0.7% | -5.9% | +6.6% | +2.8% |
| 3M | +19.0% | -4.3% | +23.2% | +20.7% |
| 6M | +10.8% | -10.8% | +21.6% | +14.7% |
| YTD | +20.1% | +1.8% | +18.4% | +19.2% |
| 1Y | +23.1% | +23.5% | -0.4% | +14.8% |
| All | -9.0% | +48.7% | -57.7% | -22.4% |
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