-14.6%
SNPS vs GSK
+53.4%
-68.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | -5.5% | -4.2% | -1.3% | -5.3% |
| 30D | -5.8% | -7.5% | +1.8% | -5.4% |
| 3M | -17.2% | -3.3% | -13.9% | -17.1% |
| 6M | -10.4% | -9.3% | -1.0% | -9.9% |
| YTD | -16.5% | +1.6% | -18.1% | -17.4% |
| 1Y | -35.6% | +25.5% | -61.1% | -38.2% |
| 3Y | -14.6% | +49.3% | -63.9% | -18.4% |
| All | -14.6% | +53.4% | -68.0% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling