+8,847.8%
JNJ vs GEN
+8,835.9%
+11.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +8.5% | +6.1% | +2.4% | +7.7% |
| 6M | +28.0% | +38.1% | -10.1% | +24.6% |
| YTD | +37.7% | +14.4% | +23.3% | +35.5% |
| 1Y | +47.9% | +15.1% | +32.8% | +45.5% |
| 3Y | +107.4% | +68.5% | +38.8% | +97.6% |
| 5Y | +97.7% | +35.8% | +61.9% | +90.0% |
| 10Y | +210.7% | +155.4% | +55.2% | +180.6% |
| All | +8,847.8% | +8,835.9% | +11.8% | +4,843.3% |
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 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