-26.7%
FICO vs GSK
+67.2%
-93.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +0.9% | +5.2% | -4.3% | +0.2% |
| 30D | +9.4% | +10.2% | -0.7% | +8.1% |
| 3M | -30.4% | -0.9% | -29.5% | -30.4% |
| 6M | -35.1% | +3.5% | -38.6% | -35.2% |
| YTD | -56.8% | +7.2% | -64.0% | -56.9% |
| 1Y | -58.4% | +12.0% | -70.4% | -58.7% |
| 3Y | -26.7% | +67.3% | -94.0% | -33.2% |
| All | -26.7% | +67.2% | -93.9% | -33.2% |
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