+100.9%
JNJ vs GTLB
-62.5%
+163.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | +3.5% | -0.7% | +4.2% | +3.4% |
| 30D | +12.5% | -10.2% | +22.8% | +12.5% |
| 3M | +9.6% | +10.1% | -0.5% | +9.7% |
| 6M | +25.3% | +116.5% | -91.1% | +26.3% |
| YTD | +40.3% | +27.2% | +13.1% | +41.1% |
| 1Y | +49.6% | +8.6% | +41.1% | +50.4% |
| 3Y | +110.8% | +5.6% | +105.2% | +111.4% |
| All | +100.9% | -62.5% | +163.5% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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