+65.7%
ENTG vs GSK
+14.9%
+50.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.0% | -11.5% | -4.3% |
| 7D | -10.3% | +4.9% | -15.3% | -8.3% |
| 30D | -14.4% | +9.9% | -24.2% | -11.2% |
| 3M | -1.1% | +0.2% | -1.3% | +1.0% |
| 6M | +3.0% | +2.3% | +0.6% | +4.4% |
| YTD | +70.1% | +7.1% | +63.0% | +73.4% |
| 1Y | +65.7% | +13.1% | +52.6% | +61.1% |
| All | +65.7% | +14.9% | +50.8% | +61.1% |
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