+230.2%
NXT vs GSK
+59.4%
+170.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -5.7% | -1.1% | -4.7% | -5.5% |
| 30D | +18.5% | +7.8% | +10.7% | +16.5% |
| 3M | -4.1% | +0.3% | -4.4% | -4.3% |
| 6M | -20.3% | +3.4% | -23.8% | -21.5% |
| YTD | +15.5% | +5.9% | +9.6% | +13.6% |
| 1Y | -5.0% | +8.2% | -13.2% | -7.1% |
| 3Y | +191.6% | +65.3% | +126.4% | +136.0% |
| All | +230.2% | +59.4% | +170.8% | +177.7% |
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