+84.2%
JNJ vs GNRC
-58.7%
+142.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +2.3% | -15.7% | +18.0% | +2.4% |
| 3M | +12.0% | -27.3% | +39.3% | +12.1% |
| 6M | +10.5% | -12.1% | +22.5% | +10.1% |
| YTD | +30.4% | +37.1% | -6.7% | +29.1% |
| 1Y | +52.1% | -0.5% | +52.6% | +51.2% |
| 3Y | +77.8% | +61.5% | +16.3% | +74.3% |
| All | +84.2% | -58.7% | +142.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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