-11.9%
MRVL vs GSK
+3.0%
-14.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.2% |
| 7D | +11.0% | +1.1% | +9.9% | +12.0% |
| 30D | -36.1% | +6.3% | -42.4% | -31.9% |
| 3M | -29.4% | +1.8% | -31.2% | -26.2% |
| 6M | -11.9% | +1.7% | -13.5% | -6.5% |
| All | -11.9% | +3.0% | -14.9% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling