+73.8%
GSK vs BBAI
-70.8%
+144.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | -1.8% | -4.3% | +2.4% | -1.8% |
| 30D | -2.2% | -3.6% | +1.5% | -2.2% |
| 3M | -1.8% | -38.8% | +37.0% | -1.4% |
| 6M | -10.6% | -23.8% | +13.2% | -10.5% |
| YTD | +4.4% | -45.9% | +50.4% | +4.8% |
| 1Y | +30.4% | -40.8% | +71.2% | +30.6% |
| 3Y | +60.1% | +69.8% | -9.7% | +57.4% |
| 5Y | +46.8% | -70.3% | +117.1% | +44.9% |
| All | +73.8% | -70.8% | +144.6% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 all: compounded portfolio wealth divided by compounded BBAI 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…
all analysis · Full analysis span regression · 6 months rolling