+195.1%
FN vs GSK
+44.6%
+150.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.7% |
| 7D | -4.1% | +5.2% | -9.3% | -4.2% |
| 30D | -28.3% | +10.2% | -38.5% | -28.8% |
| 3M | -33.9% | -0.9% | -33.0% | -33.7% |
| 6M | -43.9% | +3.5% | -47.4% | -44.3% |
| YTD | -23.4% | +7.2% | -30.7% | -23.9% |
| 1Y | -25.4% | +12.0% | -37.4% | -26.3% |
| 3Y | +107.9% | +67.3% | +40.6% | +88.3% |
| 5Y | +195.1% | +45.3% | +149.8% | +156.4% |
| All | +195.1% | +44.6% | +150.5% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling