+2,030.0%
NXPI vs GSK
+212.5%
+1,817.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | -0.5% | +5.2% | -5.7% | -2.9% |
| 30D | +15.0% | +10.2% | +4.8% | +9.4% |
| 3M | +12.6% | -0.9% | +13.5% | +12.3% |
| 6M | -10.6% | +3.5% | -14.0% | -13.5% |
| YTD | +22.1% | +7.2% | +14.9% | +13.9% |
| 1Y | +29.8% | +12.0% | +17.8% | +18.2% |
| 3Y | +47.8% | +67.3% | -19.6% | +1.3% |
| 5Y | +33.9% | +45.3% | -11.4% | -3.3% |
| 10Y | +208.7% | +101.8% | +107.0% | +67.0% |
| All | +2,030.0% | +212.5% | +1,817.5% | +612.8% |
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