+100.9%
JNJ vs GSK
+44.4%
+56.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +3.5% | +1.1% | +2.3% | +3.1% |
| 30D | +12.5% | +6.3% | +6.2% | +10.4% |
| 3M | +9.6% | +1.8% | +7.8% | +8.9% |
| 6M | +25.3% | +1.7% | +23.7% | +24.6% |
| YTD | +40.3% | +6.5% | +33.8% | +37.2% |
| 1Y | +49.6% | +9.5% | +40.2% | +45.2% |
| 3Y | +110.8% | +65.3% | +45.5% | +79.9% |
| All | +100.9% | +44.4% | +56.5% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling