+192.5%
JNJ vs GILD
+163.6%
+28.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.5% | -4.8% | +1.3% | -2.1% |
| 30D | +2.3% | +5.8% | -3.5% | +0.6% |
| 3M | +12.0% | +14.9% | -2.9% | +7.3% |
| 6M | +10.5% | -0.4% | +10.8% | +10.3% |
| YTD | +30.4% | +18.5% | +11.9% | +23.3% |
| 1Y | +52.1% | +25.1% | +27.0% | +41.2% |
| 3Y | +77.8% | +105.9% | -28.1% | +39.5% |
| 5Y | +82.9% | +143.0% | -60.1% | +34.7% |
| All | +192.5% | +163.6% | +28.9% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 10y: compounded portfolio wealth divided by compounded GILD 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…
10y analysis · Full analysis span regression · 6 months rolling