-23.3%
ONON vs GSK
+50.1%
-73.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | -5.3% | -5.4% | +0.1% | -4.3% |
| 30D | -13.1% | -4.6% | -8.5% | -12.3% |
| 3M | -29.3% | -5.1% | -24.2% | -28.6% |
| 6M | -34.5% | -11.4% | -23.1% | -33.1% |
| YTD | -42.2% | +0.7% | -43.0% | -42.3% |
| 1Y | -37.3% | +23.0% | -60.4% | -40.1% |
| 3Y | -9.3% | +48.0% | -57.2% | -19.2% |
| All | -23.3% | +50.1% | -73.3% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling