+3,391.6%
PFE vs GSK
+1,721.8%
+1,669.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.7% | +1.7% | -5.4% | -4.4% |
| 30D | +5.0% | +7.0% | -2.1% | +1.8% |
| 3M | +12.2% | -2.7% | +14.8% | +13.3% |
| 6M | +14.6% | +1.4% | +13.2% | +13.5% |
| YTD | +24.1% | +5.3% | +18.8% | +20.1% |
| 1Y | +26.6% | +10.6% | +15.9% | +19.9% |
| 3Y | +14.3% | +62.6% | -48.3% | -10.5% |
| 5Y | -21.9% | +41.7% | -63.6% | -36.1% |
| 10Y | +62.6% | +104.7% | -42.1% | +11.2% |
| All | +3,391.6% | +1,721.8% | +1,669.9% | +832.1% |
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 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