+58.2%
HCA vs GSK
+47.2%
+11.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +2.9% | -5.4% | +8.3% | +4.8% |
| 30D | +2.4% | -4.6% | +7.0% | +3.9% |
| 3M | +13.0% | -5.1% | +18.2% | +15.1% |
| 6M | -21.4% | -11.4% | -10.0% | -18.4% |
| YTD | -9.5% | +0.7% | -10.2% | -9.5% |
| 1Y | +7.5% | +23.0% | -15.5% | +0.5% |
| All | +58.2% | +47.2% | +11.1% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling