+10.5%
JNJ vs GNRC
-12.6%
+23.0%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.5% |
| 7D | -4.3% | -0.7% | -3.6% | -4.4% |
| 30D | +3.0% | -15.8% | +18.9% | +1.6% |
| 3M | +12.2% | -24.0% | +36.3% | +8.5% |
| 6M | +10.5% | -13.8% | +24.2% | +5.7% |
| All | +10.5% | -12.6% | +23.0% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling