+5,768.2%
SNPS vs GSK
+675.3%
+5,092.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -0.2% | -1.1% | +0.9% | +0.2% |
| 30D | -8.0% | +7.8% | -15.9% | -10.6% |
| 3M | +12.5% | +0.3% | +12.2% | +11.5% |
| 6M | -10.5% | +3.4% | -13.9% | -12.5% |
| YTD | -1.6% | +5.9% | -7.5% | -5.5% |
| 1Y | +16.8% | +8.2% | +8.6% | +11.3% |
| 3Y | -10.9% | +65.3% | -76.2% | -28.6% |
| 5Y | +35.8% | +43.3% | -7.5% | +12.6% |
| 10Y | +675.0% | +102.9% | +572.1% | +461.8% |
| All | +5,768.2% | +675.3% | +5,092.9% | +2,637.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling