+84.1%
JNJ vs GEN
+20.2%
+63.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +4.3% | +2.6% | +1.7% | +4.1% |
| 3M | +16.5% | +15.8% | +0.7% | +15.2% |
| 6M | +13.1% | +33.1% | -20.0% | +10.7% |
| YTD | +32.1% | +11.3% | +20.8% | +31.2% |
| 1Y | +54.5% | +1.7% | +52.8% | +54.7% |
| 3Y | +82.5% | +58.1% | +24.4% | +74.0% |
| All | +84.1% | +20.2% | +63.9% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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