+192.5%
JNJ vs GSK
+80.1%
+112.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | -3.5% | 0.0% | -2.2% |
| 30D | +2.3% | -3.4% | +5.8% | +3.7% |
| 3M | +12.0% | -8.1% | +20.1% | +15.7% |
| 6M | +10.5% | -11.1% | +21.6% | +15.3% |
| YTD | +30.4% | +0.7% | +29.7% | +29.3% |
| 1Y | +52.1% | +20.1% | +32.0% | +40.4% |
| 3Y | +77.8% | +46.1% | +31.7% | +48.8% |
| 5Y | +82.9% | +48.2% | +34.7% | +48.5% |
| All | +192.5% | +80.1% | +112.5% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling