+193.4%
JNJ vs GE
+151.9%
+41.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.3% | -2.8% | -1.5% | -4.1% |
| 30D | +3.0% | -11.9% | +15.0% | +4.4% |
| 3M | +12.2% | +1.8% | +10.4% | +11.8% |
| 6M | +10.5% | -0.6% | +11.1% | +10.1% |
| YTD | +30.8% | +5.5% | +25.3% | +29.4% |
| 1Y | +54.9% | +15.0% | +40.0% | +51.7% |
| 3Y | +80.7% | +269.5% | -188.9% | +51.1% |
| 5Y | +83.4% | +422.4% | -339.0% | +44.7% |
| All | +193.4% | +151.9% | +41.5% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling