+100.5%
NXT vs GSK
+53.4%
+47.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.7% |
| 7D | +2.9% | -4.2% | +7.0% | +3.8% |
| 30D | -17.2% | -7.5% | -9.7% | -15.9% |
| 3M | -32.0% | -3.3% | -28.7% | -31.8% |
| 6M | -15.8% | -9.3% | -6.4% | -14.1% |
| YTD | -1.9% | +1.6% | -3.5% | -2.5% |
| 1Y | +22.5% | +25.5% | -3.0% | +14.1% |
| 3Y | +100.5% | +49.3% | +51.3% | +61.1% |
| All | +100.5% | +53.4% | +47.1% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling