+9.0%
HCA vs GSK
+14.9%
-5.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.0% | +5.3% | +8.4% |
| 7D | +10.2% | +4.9% | +5.3% | +8.3% |
| 30D | +17.4% | +9.9% | +7.5% | +13.2% |
| 3M | +27.7% | +0.2% | +27.5% | +27.1% |
| 6M | +20.0% | +2.3% | +17.7% | +19.3% |
| YTD | +10.0% | +7.1% | +2.9% | +10.9% |
| 1Y | +9.0% | +13.1% | -4.1% | +11.1% |
| All | +9.0% | +14.9% | -5.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling