-98.5%
NVD vs GSK
+64.8%
-163.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +28.6% | +1.1% | +27.5% | +28.4% |
| 30D | +73.6% | +6.3% | +67.3% | +71.5% |
| 3M | +70.1% | +1.8% | +68.3% | +69.2% |
| 6M | +53.6% | +1.7% | +51.9% | +53.0% |
| YTD | -7.0% | +6.5% | -13.5% | -8.8% |
| 1Y | -9.0% | +9.5% | -18.5% | -11.2% |
| 3Y | -98.3% | +65.3% | -163.6% | -98.4% |
| All | -98.5% | +64.8% | -163.3% | -98.6% |
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