+250.0%
GSK vs SNY
+241.9%
+8.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.5% | -3.3% | -0.2% | -2.0% |
| 30D | -3.4% | -2.2% | -1.3% | -2.4% |
| 3M | -8.1% | -3.0% | -5.1% | -6.8% |
| 6M | -11.1% | +2.7% | -13.9% | -12.3% |
| YTD | +0.7% | -6.8% | +7.6% | +3.9% |
| 1Y | +20.1% | -5.3% | +25.4% | +22.5% |
| 3Y | +46.1% | -9.8% | +55.9% | +48.6% |
| 5Y | +48.2% | +9.7% | +38.6% | +36.4% |
| 10Y | +80.1% | +64.5% | +15.6% | +35.2% |
| All | +250.0% | +241.9% | +8.1% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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