+2,622.7%
NVDL vs GSK
+54.1%
+2,568.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -0.8% | -3.6% | +2.8% | -1.5% |
| 30D | +3.4% | -5.9% | +9.3% | +2.5% |
| 3M | +8.1% | -4.3% | +12.4% | +7.6% |
| 6M | +31.9% | -10.8% | +42.7% | +30.3% |
| YTD | +21.1% | +1.8% | +19.3% | +22.6% |
| 1Y | +34.0% | +23.5% | +10.6% | +39.4% |
| 3Y | +677.9% | +49.5% | +628.4% | +734.2% |
| All | +2,622.7% | +54.1% | +2,568.6% | +2,915.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling