+54.9%
JNJ vs GE
+17.4%
+37.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.3% | -2.8% | -1.5% | -4.2% |
| 30D | +3.0% | -11.9% | +15.0% | +3.8% |
| 3M | +12.2% | +1.8% | +10.4% | +11.8% |
| 6M | +10.5% | -0.6% | +11.1% | +9.6% |
| YTD | +30.8% | +5.5% | +25.3% | +30.2% |
| 1Y | +54.9% | +15.0% | +40.0% | +55.5% |
| All | +54.9% | +17.4% | +37.5% | +55.5% |
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