-24.1%
FICO vs GSK
+63.2%
-87.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.2% |
| 30D | +3.3% | +7.0% | -3.7% | +2.4% |
| 3M | -31.7% | -2.7% | -29.1% | -31.5% |
| 6M | -34.0% | +1.4% | -35.4% | -33.9% |
| YTD | -58.3% | +5.3% | -63.7% | -58.4% |
| 1Y | -57.9% | +10.6% | -68.6% | -58.1% |
| 3Y | -24.1% | +62.6% | -86.7% | -27.2% |
| All | -24.1% | +63.2% | -87.3% | -27.2% |
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