+1,747.1%
NXPI vs GSK
+204.4%
+1,542.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.2% |
| 7D | +1.9% | -1.8% | +3.7% | +2.8% |
| 30D | -1.4% | -2.2% | +0.7% | -0.6% |
| 3M | -29.1% | -1.8% | -27.2% | -29.1% |
| 6M | +6.2% | -10.6% | +16.8% | +10.4% |
| YTD | +5.9% | +4.4% | +1.4% | +0.5% |
| 1Y | +2.9% | +30.4% | -27.5% | -14.5% |
| 3Y | +14.5% | +60.1% | -45.6% | -19.6% |
| 5Y | +17.1% | +46.8% | -29.7% | -16.3% |
| 10Y | +193.4% | +79.2% | +114.1% | +74.6% |
| All | +1,747.1% | +204.4% | +1,542.7% | +529.0% |
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