+97.2%
NI vs GSK
+47.2%
+50.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | -3.5% | +3.6% | +0.7% |
| 30D | -1.4% | -3.4% | +2.1% | -0.8% |
| 3M | -10.6% | -8.1% | -2.5% | -9.3% |
| 6M | -9.3% | -11.1% | +1.8% | -7.5% |
| YTD | +1.1% | +0.7% | +0.4% | +0.5% |
| 1Y | +3.4% | +20.1% | -16.8% | -1.2% |
| 3Y | +67.9% | +46.1% | +21.8% | +51.0% |
| All | +97.2% | +47.2% | +50.0% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling