+175.5%
CAH vs GSK
+47.2%
+128.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -5.1% | -5.4% | +0.3% | -3.8% |
| 30D | -1.8% | -4.6% | +2.8% | -0.7% |
| 3M | +9.4% | -5.1% | +14.5% | +10.6% |
| 6M | +9.2% | -11.4% | +20.7% | +12.1% |
| YTD | +15.7% | +0.7% | +14.9% | +15.7% |
| 1Y | +59.7% | +23.0% | +36.7% | +53.4% |
| All | +175.5% | +47.2% | +128.4% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling