+83.7%
JNJ vs GD
+97.9%
-14.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.7% |
| 7D | +2.7% | -5.3% | +7.9% | +4.0% |
| 30D | +7.4% | -6.4% | +13.8% | +9.0% |
| 3M | +21.2% | +5.7% | +15.5% | +19.6% |
| 6M | +13.4% | -0.9% | +14.4% | +13.5% |
| YTD | +35.1% | +8.2% | +27.0% | +32.1% |
| 1Y | +57.4% | +13.4% | +44.0% | +52.0% |
| 3Y | +86.8% | +68.5% | +18.3% | +60.5% |
| All | +83.7% | +97.9% | -14.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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