+67.0%
JNJ vs GEHC
+2.6%
+64.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -4.3% | -7.9% | +3.5% | -3.6% |
| 30D | +3.0% | -11.7% | +14.7% | +4.2% |
| 3M | +12.2% | +0.8% | +11.4% | +12.1% |
| 6M | +10.5% | -11.6% | +22.0% | +11.3% |
| YTD | +30.8% | -21.6% | +52.3% | +33.0% |
| 1Y | +54.9% | -15.3% | +70.2% | +56.4% |
| 3Y | +80.7% | -0.5% | +81.2% | +79.7% |
| All | +67.0% | +2.6% | +64.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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