+1,731.8%
HCA vs GSK
+170.5%
+1,561.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +4.9% | -3.6% | +8.5% | +6.6% |
| 30D | +1.9% | -5.9% | +7.8% | +4.5% |
| 3M | +12.7% | -4.3% | +17.0% | +14.9% |
| 6M | -22.3% | -10.8% | -11.6% | -18.6% |
| YTD | -9.3% | +1.8% | -11.1% | -10.5% |
| 1Y | +2.7% | +23.5% | -20.7% | -7.4% |
| 3Y | +57.8% | +49.5% | +8.3% | +27.7% |
| 5Y | +70.3% | +49.7% | +20.7% | +35.1% |
| 10Y | +499.7% | +81.9% | +417.7% | +328.2% |
| All | +1,731.8% | +170.5% | +1,561.3% | +928.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling