+22,282.0%
SYK vs GSK
+1,641.8%
+20,640.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.6% |
| 7D | -12.3% | -5.4% | -6.9% | -10.4% |
| 30D | -22.4% | -4.6% | -17.8% | -21.0% |
| 3M | -12.3% | -5.1% | -7.2% | -10.6% |
| 6M | -24.3% | -11.4% | -12.9% | -20.8% |
| YTD | -22.8% | +0.7% | -23.5% | -23.2% |
| 1Y | -28.8% | +23.0% | -51.8% | -34.7% |
| 3Y | -4.0% | +48.0% | -51.9% | -19.4% |
| 5Y | +3.8% | +48.2% | -44.4% | -14.1% |
| 10Y | +172.8% | +80.0% | +92.8% | +108.7% |
| All | +22,282.0% | +1,641.8% | +20,640.2% | +6,496.8% |
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