+17.0%
SNPS vs GSK
+51.0%
-34.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.2% |
| 7D | -11.0% | -1.8% | -9.2% | -10.8% |
| 30D | -1.7% | -2.2% | +0.4% | -1.5% |
| 3M | -20.4% | -1.8% | -18.5% | -20.3% |
| 6M | -8.6% | -10.6% | +2.0% | -7.4% |
| YTD | -16.2% | +4.4% | -20.6% | -17.5% |
| 1Y | -34.6% | +30.4% | -65.0% | -38.3% |
| 3Y | -14.5% | +60.1% | -74.5% | -23.6% |
| All | +17.0% | +51.0% | -34.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling