+48.2%
GSK vs TENB
-35.4%
+83.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.1% |
| 7D | -3.5% | -12.1% | +8.6% | -3.3% |
| 30D | -3.4% | -18.6% | +15.2% | -3.1% |
| 3M | -8.1% | +12.1% | -20.2% | -8.8% |
| 6M | -11.1% | +46.8% | -57.9% | -12.7% |
| YTD | +0.7% | +28.0% | -27.2% | -0.5% |
| 1Y | +20.1% | -1.4% | +21.5% | +20.2% |
| 3Y | +46.1% | -33.9% | +80.1% | +48.6% |
| All | +48.2% | -35.4% | +83.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling