+911.5%
BE vs GSK
+73.7%
+837.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.3% | +8.0% |
| 7D | +20.0% | -1.8% | +21.8% | +20.7% |
| 30D | +7.9% | -2.2% | +10.1% | +8.4% |
| 3M | -13.2% | -1.8% | -11.4% | -13.9% |
| 6M | +53.5% | -10.6% | +64.1% | +57.7% |
| YTD | +191.0% | +4.4% | +186.6% | +176.5% |
| 1Y | +360.5% | +30.4% | +330.1% | +294.1% |
| 3Y | +1,568.0% | +60.1% | +1,507.9% | +1,147.0% |
| 5Y | +1,055.2% | +46.8% | +1,008.4% | +764.6% |
| All | +911.5% | +73.7% | +837.8% | +536.8% |
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