+113.0%
NVTS vs GSK
+31.2%
+81.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.0% |
| 7D | +2.7% | -1.8% | +4.5% | +2.4% |
| 30D | -4.5% | -2.2% | -2.3% | -4.5% |
| 3M | -61.5% | -1.8% | -59.7% | -61.5% |
| 6M | +28.0% | -10.6% | +38.6% | +28.4% |
| YTD | +65.3% | +4.4% | +60.8% | +58.4% |
| 1Y | +113.0% | +30.4% | +82.6% | +91.1% |
| All | +113.0% | +31.2% | +81.8% | +91.1% |
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