+52.1%
JNJ vs GSK
+21.8%
+30.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | -3.5% | 0.0% | -2.3% |
| 30D | +2.3% | -3.4% | +5.8% | +3.6% |
| 3M | +12.0% | -8.1% | +20.1% | +15.1% |
| 6M | +10.5% | -11.1% | +21.6% | +14.3% |
| YTD | +30.4% | +0.7% | +29.7% | +31.6% |
| 1Y | +52.1% | +20.1% | +32.0% | +49.5% |
| All | +52.1% | +21.8% | +30.3% | +49.5% |
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