-38.6%
FICO vs GSK
+31.2%
-69.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -16.5% |
| 7D | -19.2% | -1.8% | -17.4% | -19.0% |
| 30D | -14.6% | -2.2% | -12.4% | -14.4% |
| 3M | -20.1% | -1.8% | -18.3% | -19.7% |
| 6M | -36.3% | -10.6% | -25.7% | -36.5% |
| YTD | -44.9% | +4.4% | -49.3% | -43.0% |
| 1Y | -38.6% | +30.4% | -69.0% | -27.4% |
| All | -38.6% | +31.2% | -69.9% | -27.4% |
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