+65.6%
GSK vs BBIO
+136.7%
-71.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.5% | -3.2% | -0.3% | -3.4% |
| 30D | -3.4% | -13.6% | +10.1% | -3.0% |
| 3M | -8.1% | +7.2% | -15.4% | -8.4% |
| 6M | -11.1% | +1.5% | -12.6% | -11.3% |
| YTD | +0.7% | -5.3% | +6.0% | +0.7% |
| 1Y | +20.1% | +37.7% | -17.6% | +18.5% |
| 3Y | +46.1% | +153.9% | -107.8% | +40.0% |
| 5Y | +48.2% | +43.9% | +4.4% | +37.7% |
| All | +65.6% | +136.7% | -71.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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