+33.9%
NXPI vs GSK
+44.6%
-10.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -0.5% | +5.2% | -5.7% | -1.2% |
| 30D | +15.0% | +10.2% | +4.8% | +13.4% |
| 3M | +12.6% | -0.9% | +13.5% | +12.6% |
| 6M | -10.6% | +3.5% | -14.0% | -11.4% |
| YTD | +22.1% | +7.2% | +14.9% | +18.9% |
| 1Y | +29.8% | +12.0% | +17.8% | +25.1% |
| 3Y | +47.8% | +67.3% | -19.6% | +27.4% |
| 5Y | +33.9% | +45.3% | -11.4% | +14.4% |
| All | +33.9% | +44.6% | -10.7% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling