+660.9%
SNPS vs GSK
+105.0%
+556.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +1.1% | +1.1% | -0.1% | +0.8% |
| 30D | -5.2% | +6.3% | -11.5% | -6.9% |
| 3M | +10.6% | +1.8% | +8.7% | +9.4% |
| 6M | -10.6% | +1.7% | -12.3% | -11.8% |
| YTD | -3.1% | +6.5% | -9.6% | -6.9% |
| 1Y | +15.6% | +9.5% | +6.1% | +9.9% |
| 3Y | -12.9% | +65.3% | -78.2% | -31.0% |
| 5Y | +31.2% | +43.7% | -12.6% | +8.5% |
| All | +660.9% | +105.0% | +556.0% | +436.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling