+100.5%
GSK vs IBB
+139.6%
-39.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.3% |
| 7D | +4.9% | +2.7% | +2.2% | +3.8% |
| 30D | +10.8% | +6.3% | +4.5% | +8.0% |
| 3M | -1.8% | +11.1% | -12.9% | -6.1% |
| 6M | +4.1% | +29.2% | -25.1% | -6.4% |
| YTD | +7.9% | +30.2% | -22.3% | -3.4% |
| 1Y | +14.4% | +39.5% | -25.1% | -0.2% |
| 3Y | +68.1% | +92.3% | -24.2% | +28.7% |
| 5Y | +47.7% | +43.0% | +4.7% | +24.5% |
| 10Y | +100.5% | +137.1% | -36.6% | +35.4% |
| All | +100.5% | +139.6% | -39.1% | +35.4% |
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