+9,018.2%
JNJ vs GSK
+1,742.6%
+7,275.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +3.5% | +1.1% | +2.3% | +3.0% |
| 30D | +12.5% | +6.3% | +6.2% | +10.1% |
| 3M | +9.6% | +1.8% | +7.8% | +8.8% |
| 6M | +25.3% | +1.7% | +23.7% | +24.5% |
| YTD | +40.3% | +6.5% | +33.8% | +36.5% |
| 1Y | +49.6% | +9.5% | +40.2% | +44.2% |
| 3Y | +110.8% | +65.3% | +45.5% | +73.0% |
| 5Y | +99.1% | +43.7% | +55.4% | +68.9% |
| 10Y | +216.6% | +104.1% | +112.5% | +134.5% |
| All | +9,018.2% | +1,742.6% | +7,275.6% | +2,559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling