+3,280.0%
PFE vs GSK
+1,705.8%
+1,574.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.4% |
| 7D | +1.8% | -1.8% | +3.6% | +2.6% |
| 30D | +10.2% | -2.2% | +12.4% | +11.3% |
| 3M | +12.7% | -1.8% | +14.5% | +13.4% |
| 6M | +10.5% | -10.6% | +21.1% | +15.7% |
| YTD | +20.2% | +4.4% | +15.7% | +16.9% |
| 1Y | +24.1% | +30.4% | -6.4% | +9.1% |
| 3Y | -3.6% | +60.1% | -63.6% | -24.0% |
| 5Y | -20.9% | +46.8% | -67.7% | -36.2% |
| 10Y | +35.8% | +79.2% | -43.4% | -1.4% |
| All | +3,280.0% | +1,705.8% | +1,574.1% | +807.2% |
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