+24.5%
TMO vs GSK
+21.8%
+2.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | -3.5% | +2.9% | +0.4% |
| 30D | +1.1% | -3.4% | +4.6% | +2.1% |
| 3M | +28.3% | -8.1% | +36.5% | +31.2% |
| 6M | +23.3% | -11.1% | +34.4% | +27.0% |
| YTD | +5.5% | +0.7% | +4.7% | +2.6% |
| 1Y | +24.5% | +20.1% | +4.4% | +7.5% |
| All | +24.5% | +21.8% | +2.7% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling