+170.4%
NXT vs GSK
+53.2%
+117.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -0.2% | -3.6% | +3.4% | +0.5% |
| 30D | -20.0% | -5.9% | -14.0% | -19.0% |
| 3M | -30.9% | -4.3% | -26.7% | -30.6% |
| 6M | -23.8% | -10.8% | -13.0% | -22.0% |
| YTD | -5.4% | +1.8% | -7.2% | -6.2% |
| 1Y | +28.0% | +23.5% | +4.6% | +19.8% |
| 3Y | +93.3% | +49.5% | +43.8% | +63.2% |
| All | +170.4% | +53.2% | +117.2% | +129.4% |
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 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