+70.8%
NVT vs GSK
+21.8%
+49.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.1% | -3.5% | +7.6% | +3.6% |
| 30D | -5.1% | -3.4% | -1.7% | -5.6% |
| 3M | -1.2% | -8.1% | +7.0% | -1.6% |
| 6M | +46.6% | -11.1% | +57.7% | +47.2% |
| YTD | +60.0% | +0.7% | +59.2% | +59.4% |
| 1Y | +70.8% | +20.1% | +50.7% | +63.5% |
| All | +70.8% | +21.8% | +49.0% | +63.5% |
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