+1,673.5%
BMY vs GSK
+1,742.6%
-69.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +2.1% | +1.1% | +0.9% | +1.6% |
| 30D | +7.0% | +6.3% | +0.7% | +4.3% |
| 3M | -0.9% | +1.8% | -2.7% | -1.6% |
| 6M | +14.9% | +1.7% | +13.3% | +14.2% |
| YTD | +22.8% | +6.5% | +16.3% | +19.4% |
| 1Y | +36.2% | +9.5% | +26.8% | +31.0% |
| 3Y | +45.7% | +65.3% | -19.6% | +16.4% |
| 5Y | +31.3% | +43.7% | -12.5% | +9.1% |
| 10Y | +60.6% | +104.1% | -43.5% | +13.6% |
| All | +1,673.5% | +1,742.6% | -69.0% | +408.0% |
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 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