-54.2%
NVD vs GSK
+21.8%
-76.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +10.8% | -3.5% | +14.4% | +11.5% |
| 30D | +0.8% | -3.4% | +4.2% | +1.5% |
| 3M | -20.8% | -8.1% | -12.7% | -20.1% |
| 6M | -41.2% | -11.1% | -30.0% | -40.7% |
| YTD | -44.2% | +0.7% | -44.9% | -44.5% |
| 1Y | -54.2% | +20.1% | -74.3% | -51.8% |
| All | -54.2% | +21.8% | -76.0% | -51.8% |
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