+730.1%
NVT vs GSK
+75.4%
+654.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +7.0% | -3.6% | +10.6% | +8.2% |
| 30D | -2.3% | -5.9% | +3.6% | -0.7% |
| 3M | -3.1% | -4.3% | +1.2% | -2.7% |
| 6M | +47.0% | -10.8% | +57.8% | +51.2% |
| YTD | +56.2% | +1.8% | +54.4% | +52.2% |
| 1Y | +74.5% | +23.5% | +51.1% | +56.8% |
| 3Y | +184.0% | +49.5% | +134.5% | +123.8% |
| 5Y | +410.8% | +49.7% | +361.1% | +288.8% |
| All | +730.1% | +75.4% | +654.8% | +477.2% |
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 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