+51.2%
JNJ vs GE
+8.3%
+42.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.6% |
| 7D | +1.9% | +9.4% | -7.5% | +1.3% |
| 30D | +9.2% | +7.5% | +1.7% | +8.6% |
| 3M | +8.9% | -12.5% | +21.5% | +9.8% |
| 6M | +24.6% | +17.8% | +6.8% | +22.3% |
| YTD | +35.7% | +7.4% | +28.3% | +34.7% |
| 1Y | +51.2% | +8.9% | +42.3% | +50.6% |
| All | +51.2% | +8.3% | +42.9% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 1y: compounded portfolio wealth divided by compounded GE 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…
1y analysis · Full analysis span regression · 6 months rolling