+196.1%
ON vs GSK
+174.7%
+21.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.9% |
| 7D | +12.2% | +1.1% | +11.1% | +11.6% |
| 30D | -3.1% | +6.3% | -9.5% | -6.3% |
| 3M | -12.9% | +1.8% | -14.7% | -14.5% |
| 6M | -38.6% | +1.7% | -40.2% | -40.6% |
| YTD | +31.2% | +6.5% | +24.7% | +22.9% |
| 1Y | +47.6% | +9.5% | +38.2% | +36.3% |
| 3Y | +6.6% | +65.3% | -58.7% | -24.7% |
| 5Y | +21.3% | +43.7% | -22.5% | -9.9% |
| 10Y | +533.3% | +104.1% | +429.2% | +281.2% |
| All | +196.1% | +174.7% | +21.3% | +52.3% |
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