+51.2%
JNJ vs GSK
+14.9%
+36.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.0% | -1.2% | +1.7% |
| 7D | +1.9% | +4.9% | -3.0% | -0.1% |
| 30D | +9.2% | +9.9% | -0.6% | +4.9% |
| 3M | +8.9% | +0.2% | +8.8% | +8.5% |
| 6M | +24.6% | +2.3% | +22.2% | +23.2% |
| YTD | +35.7% | +7.1% | +28.6% | +32.4% |
| 1Y | +51.2% | +13.1% | +38.1% | +45.2% |
| All | +51.2% | +14.9% | +36.3% | +45.2% |
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 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