+8,682.5%
JNJ vs GSK
+1,705.8%
+6,976.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | +2.7% | -1.8% | +4.5% | +3.3% |
| 30D | +7.4% | -2.2% | +9.5% | +8.2% |
| 3M | +21.2% | -1.8% | +23.0% | +21.9% |
| 6M | +13.4% | -10.6% | +24.0% | +17.7% |
| YTD | +35.1% | +4.4% | +30.7% | +32.5% |
| 1Y | +57.4% | +30.4% | +27.0% | +42.3% |
| 3Y | +86.8% | +60.1% | +26.7% | +54.9% |
| 5Y | +80.8% | +46.8% | +34.0% | +52.2% |
| 10Y | +202.7% | +79.2% | +123.5% | +134.5% |
| All | +8,682.5% | +1,705.8% | +6,976.6% | +2,481.5% |
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 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