+21.0%
PFE vs GSK
+65.8%
-44.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | +0.3% | +6.3% | -6.0% | -2.3% |
| 3M | +9.4% | +1.8% | +7.6% | +8.3% |
| 6M | +14.9% | +1.7% | +13.2% | +13.7% |
| YTD | +23.8% | +6.5% | +17.2% | +19.1% |
| 1Y | +19.5% | +9.5% | +10.0% | +13.6% |
| 3Y | +21.0% | +65.3% | -44.3% | +3.1% |
| All | +21.0% | +65.8% | -44.8% | +3.1% |
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