+627.7%
GEV vs JNJ
+83.6%
+544.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.5% |
| 7D | +3.2% | -3.0% | +6.1% | +1.6% |
| 30D | -4.0% | +2.5% | -6.5% | -2.6% |
| 3M | +3.4% | +13.2% | -9.8% | +10.5% |
| 6M | +14.7% | +11.3% | +3.4% | +21.5% |
| YTD | +45.8% | +31.1% | +14.7% | +67.6% |
| 1Y | +57.4% | +54.3% | +3.0% | +100.9% |
| All | +627.7% | +83.6% | +544.1% | +1,106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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