+562.8%
JNJ vs GM
+223.0%
+339.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -3.0% | -1.1% | -1.9% | -2.8% |
| 30D | +2.5% | -4.6% | +7.1% | +3.1% |
| 3M | +13.2% | +0.2% | +13.0% | +13.0% |
| 6M | +11.3% | +12.6% | -1.3% | +9.2% |
| YTD | +31.1% | +3.7% | +27.4% | +29.9% |
| 1Y | +54.3% | +45.6% | +8.7% | +45.8% |
| 3Y | +81.1% | +162.0% | -80.8% | +54.9% |
| 5Y | +82.7% | +80.5% | +2.2% | +61.2% |
| 10Y | +196.5% | +231.3% | -34.8% | +120.2% |
| All | +562.8% | +223.0% | +339.8% | +368.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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