-9.1%
NVTS vs GSK
+50.1%
-59.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.4% | -3.5% | +2.1% | -0.7% |
| 30D | -16.5% | -3.4% | -13.1% | -16.1% |
| 3M | -47.6% | -8.1% | -39.5% | -47.0% |
| 6M | +7.3% | -11.1% | +18.4% | +9.3% |
| YTD | +62.9% | +0.7% | +62.1% | +58.4% |
| 1Y | +91.3% | +20.1% | +71.1% | +74.2% |
| 3Y | +43.4% | +46.1% | -2.7% | +21.0% |
| All | -9.1% | +50.1% | -59.3% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling