+193.4%
JNJ vs GRMN
+646.1%
-452.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.3% | -1.8% | -2.5% | -4.0% |
| 30D | +3.0% | -12.1% | +15.1% | +5.3% |
| 3M | +12.2% | +18.0% | -5.8% | +8.3% |
| 6M | +10.5% | +13.7% | -3.3% | +7.1% |
| YTD | +30.8% | +35.3% | -4.5% | +22.2% |
| 1Y | +54.9% | +17.2% | +37.7% | +48.6% |
| 3Y | +80.7% | +179.6% | -99.0% | +35.2% |
| 5Y | +83.4% | +75.6% | +7.9% | +56.0% |
| All | +193.4% | +646.1% | -452.7% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling