+95.4%
JNJ vs GEN
+35.6%
+59.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.5% |
| 30D | +6.3% | +31.2% | -24.9% | +4.5% |
| 3M | +8.5% | +6.1% | +2.4% | +7.9% |
| 6M | +28.0% | +38.1% | -10.1% | +24.9% |
| YTD | +37.7% | +14.4% | +23.3% | +36.4% |
| 1Y | +47.9% | +15.1% | +32.8% | +46.5% |
| 3Y | +107.4% | +68.5% | +38.8% | +96.7% |
| All | +95.4% | +35.6% | +59.8% | +91.3% |
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