+60.7%
BMY vs GSK
+80.1%
-19.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -3.5% | -1.2% | -3.2% |
| 30D | -0.1% | -3.4% | +3.4% | +1.5% |
| 3M | +13.1% | -8.1% | +21.2% | +17.5% |
| 6M | +8.4% | -11.1% | +19.5% | +14.1% |
| YTD | +22.0% | +0.7% | +21.2% | +21.4% |
| 1Y | +40.3% | +20.1% | +20.2% | +29.2% |
| 3Y | +20.5% | +46.1% | -25.6% | +0.1% |
| 5Y | +23.7% | +48.2% | -24.5% | -0.5% |
| All | +60.7% | +80.1% | -19.3% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling