+8,682.5%
JNJ vs GEN
+8,838.9%
-156.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.0% |
| 7D | +2.7% | -1.2% | +3.9% | +2.8% |
| 30D | +7.4% | +10.1% | -2.8% | +6.6% |
| 3M | +21.2% | +16.1% | +5.1% | +19.9% |
| 6M | +13.4% | +38.9% | -25.4% | +10.5% |
| YTD | +35.1% | +14.4% | +20.7% | +33.3% |
| 1Y | +57.4% | +5.9% | +51.6% | +56.1% |
| 3Y | +86.8% | +58.8% | +28.0% | +79.0% |
| 5Y | +80.8% | +24.7% | +56.1% | +75.1% |
| 10Y | +202.7% | +163.1% | +39.7% | +173.5% |
| All | +8,682.5% | +8,838.9% | -156.4% | +4,763.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling