+77.0%
PR vs GSK
+9.8%
+67.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +6.7% | +0.5% | +6.2% | +6.8% |
| 30D | -6.1% | +9.4% | -15.6% | -4.8% |
| 3M | +6.9% | +1.6% | +5.3% | +7.6% |
| 6M | +14.6% | +1.3% | +13.3% | +15.4% |
| YTD | +66.1% | +6.0% | +60.1% | +60.1% |
| 1Y | +77.0% | +9.1% | +67.9% | +71.1% |
| All | +77.0% | +9.8% | +67.2% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling