-2.6%
BDX vs GSK
+47.2%
-49.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.5% |
| 7D | -5.4% | -5.4% | 0.0% | -3.7% |
| 30D | -2.2% | -4.6% | +2.4% | -0.7% |
| 3M | +20.1% | -5.1% | +25.2% | +22.1% |
| 6M | +9.1% | -11.4% | +20.5% | +13.1% |
| YTD | +17.9% | +0.7% | +17.2% | +17.4% |
| 1Y | +22.1% | +23.0% | -1.0% | +14.3% |
| 3Y | -10.5% | +48.0% | -58.5% | -21.6% |
| 5Y | -2.6% | +48.2% | -50.8% | -15.3% |
| All | -2.6% | +47.2% | -49.8% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling