+53.2%
BDX vs GSK
+3.0%
+50.2%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +2.9% | +1.1% | +1.8% | +2.3% |
| 30D | +15.4% | +6.3% | +9.1% | +11.5% |
| 3M | +20.5% | +1.8% | +18.7% | +19.1% |
| 6M | +53.2% | +1.7% | +51.5% | +51.2% |
| All | +53.2% | +3.0% | +50.2% | +51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling