+1,749.1%
BMY vs GSK
+1,705.8%
+43.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.1% |
| 7D | +0.4% | -1.8% | +2.2% | +1.1% |
| 30D | +5.0% | -2.2% | +7.2% | +6.0% |
| 3M | +19.4% | -1.8% | +21.2% | +20.3% |
| 6M | +9.5% | -10.6% | +20.1% | +14.6% |
| YTD | +28.1% | +4.4% | +23.6% | +25.6% |
| 1Y | +50.0% | +30.4% | +19.6% | +34.0% |
| 3Y | +24.1% | +60.1% | -36.0% | +0.4% |
| 5Y | +25.0% | +46.8% | -21.8% | +2.9% |
| 10Y | +68.7% | +79.2% | -10.6% | +25.8% |
| All | +1,749.1% | +1,705.8% | +43.3% | +434.3% |
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 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