+68.1%
NTAP vs GSK
+14.9%
+53.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.7% | -0.9% |
| 7D | -16.1% | +4.9% | -21.0% | -15.5% |
| 30D | -15.9% | +9.9% | -25.8% | -14.8% |
| 3M | -1.2% | +0.2% | -1.4% | -0.2% |
| 6M | +70.1% | +2.3% | +67.7% | +70.7% |
| YTD | +77.9% | +7.1% | +70.9% | +68.3% |
| 1Y | +68.1% | +13.1% | +55.0% | +57.0% |
| All | +68.1% | +14.9% | +53.2% | +57.0% |
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