+140.8%
NTAP vs GSK
+67.2%
+73.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.1% |
| 7D | -7.8% | +5.2% | -12.9% | -7.6% |
| 30D | -25.8% | +10.2% | -36.0% | -25.5% |
| 3M | -11.2% | -0.9% | -10.3% | -10.9% |
| 6M | +49.9% | +3.5% | +46.5% | +50.1% |
| YTD | +66.9% | +7.2% | +59.6% | +66.7% |
| 1Y | +58.8% | +12.0% | +46.8% | +58.5% |
| 3Y | +140.8% | +67.3% | +73.5% | +160.2% |
| All | +140.8% | +67.2% | +73.6% | +160.2% |
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