-22.1%
ONON vs GSK
+51.4%
-73.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.0% |
| 7D | -1.7% | -4.2% | +2.5% | -0.8% |
| 30D | -27.4% | -7.5% | -19.9% | -26.2% |
| 3M | -26.5% | -3.3% | -23.2% | -26.0% |
| 6M | -34.2% | -9.3% | -24.9% | -33.0% |
| YTD | -41.3% | +1.6% | -42.9% | -41.5% |
| 1Y | -39.7% | +25.5% | -65.2% | -42.5% |
| 3Y | -7.8% | +49.3% | -57.1% | -18.1% |
| All | -22.1% | +51.4% | -73.5% | -33.7% |
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 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