+5,308.1%
BDX vs GSK
+1,705.8%
+3,602.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | +8.3% | -2.2% | +10.4% | +8.9% |
| 3M | +24.4% | -1.8% | +26.2% | +25.0% |
| 6M | +9.2% | -10.6% | +19.8% | +12.7% |
| YTD | +22.7% | +4.4% | +18.3% | +20.8% |
| 1Y | +25.9% | +30.4% | -4.5% | +15.8% |
| 3Y | -10.5% | +60.1% | -70.5% | -23.3% |
| 5Y | +1.9% | +46.8% | -44.9% | -11.4% |
| 10Y | +58.7% | +79.2% | -20.5% | +29.2% |
| All | +5,308.1% | +1,705.8% | +3,602.2% | +2,259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling