+49.3%
GSK vs BN
+79.0%
-29.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.4% |
| 7D | -4.2% | -1.2% | -3.0% | -4.1% |
| 30D | -7.5% | -10.9% | +3.4% | -6.4% |
| 3M | -3.3% | -11.1% | +7.8% | -2.1% |
| 6M | -9.3% | -4.4% | -5.0% | -8.9% |
| YTD | +1.6% | -14.1% | +15.7% | +2.8% |
| 1Y | +25.5% | -11.1% | +36.5% | +26.4% |
| 3Y | +49.3% | +75.6% | -26.3% | +43.3% |
| All | +49.3% | +79.0% | -29.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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