+10.9%
QCOM vs GSK
+26.4%
-15.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +3.0% |
| 7D | +5.1% | -4.2% | +9.2% | +4.7% |
| 30D | +4.3% | -7.5% | +11.8% | +3.8% |
| 3M | -19.6% | -3.3% | -16.3% | -19.8% |
| 6M | +29.5% | -9.3% | +38.8% | +29.5% |
| YTD | +3.4% | +1.6% | +1.8% | +1.4% |
| 1Y | +10.9% | +25.5% | -14.6% | +9.6% |
| All | +10.9% | +26.4% | -15.5% | +9.6% |
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