+197.0%
GSK vs IBB
+560.8%
-363.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -1.8% | +1.4% | -3.3% | -2.4% |
| 30D | -2.2% | +10.5% | -12.7% | -5.9% |
| 3M | -1.8% | +23.6% | -25.4% | -9.5% |
| 6M | -10.6% | +22.6% | -33.2% | -17.4% |
| YTD | +4.4% | +25.7% | -21.3% | -4.4% |
| 1Y | +30.4% | +51.4% | -21.0% | +11.3% |
| 3Y | +60.1% | +64.4% | -4.3% | +31.5% |
| 5Y | +46.8% | +22.1% | +24.6% | +32.5% |
| 10Y | +79.2% | +132.5% | -53.2% | +23.1% |
| All | +197.0% | +560.8% | -363.8% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling