-48.1%
DOCS vs GSK
+11.3%
-59.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -0.8% | +1.7% | -2.4% | -0.9% |
| 30D | +17.4% | +7.0% | +10.4% | +17.4% |
| 3M | +57.4% | -2.7% | +60.0% | +56.6% |
| 6M | +26.5% | +1.4% | +25.1% | +27.4% |
| YTD | -26.6% | +5.3% | -31.9% | -32.1% |
| 1Y | -48.1% | +10.6% | -58.7% | -54.5% |
| All | -48.1% | +11.3% | -59.3% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling