+9,018.2%
JNJ vs GE
+2,937.7%
+6,080.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +3.5% | +2.7% | +0.8% | +2.8% |
| 30D | +12.5% | +8.1% | +4.5% | +10.4% |
| 3M | +9.6% | -7.9% | +17.4% | +11.3% |
| 6M | +25.3% | +12.9% | +12.4% | +21.2% |
| YTD | +40.3% | +8.2% | +32.1% | +36.1% |
| 1Y | +49.6% | +9.7% | +40.0% | +44.5% |
| 3Y | +110.8% | +266.1% | -155.3% | +48.9% |
| 5Y | +99.1% | +407.4% | -308.3% | +26.9% |
| 10Y | +216.6% | +150.3% | +66.3% | +124.2% |
| All | +9,018.2% | +2,937.7% | +6,080.4% | +1,595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling