+30.4%
GSK vs IBB
+51.5%
-21.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | -1.8% | +1.4% | -3.3% | -2.6% |
| 30D | -2.2% | +10.5% | -12.7% | -7.9% |
| 3M | -1.8% | +23.6% | -25.4% | -13.6% |
| 6M | -10.6% | +22.6% | -33.2% | -21.0% |
| YTD | +4.4% | +25.7% | -21.3% | -9.4% |
| 1Y | +30.4% | +51.4% | -21.0% | -4.6% |
| All | +30.4% | +51.5% | -21.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling