+76.8%
GSK vs IBB
+122.6%
-45.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.8% |
| 7D | -4.2% | -1.7% | -2.5% | -3.5% |
| 30D | -7.5% | +4.9% | -12.4% | -9.3% |
| 3M | -3.3% | +24.2% | -27.5% | -11.5% |
| 6M | -9.3% | +23.8% | -33.2% | -16.9% |
| YTD | +1.6% | +23.0% | -21.4% | -6.7% |
| 1Y | +25.5% | +46.2% | -20.7% | +7.6% |
| 3Y | +49.3% | +64.8% | -15.6% | +21.4% |
| 5Y | +46.7% | +20.9% | +25.8% | +32.4% |
| 10Y | +76.8% | +121.6% | -44.8% | +22.4% |
| All | +76.8% | +122.6% | -45.8% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling