-10.8%
NVTS vs GSK
+14.9%
-25.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.0% | +4.0% | +10.7% |
| 7D | -0.3% | +4.9% | -5.3% | +1.3% |
| 30D | -24.4% | +9.9% | -34.3% | -21.5% |
| 3M | -26.5% | +0.2% | -26.6% | -25.2% |
| 6M | -41.4% | +2.3% | -43.7% | -40.0% |
| YTD | +30.7% | +7.1% | +23.6% | +22.5% |
| 1Y | -10.8% | +13.1% | -23.9% | -21.6% |
| All | -10.8% | +14.9% | -25.7% | -21.6% |
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 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