+77.8%
JNJ vs GRMN
+190.9%
-113.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.5% |
| 7D | -3.5% | +2.4% | -5.9% | -3.6% |
| 30D | +2.3% | -8.5% | +10.8% | +2.7% |
| 3M | +12.0% | +19.5% | -7.5% | +10.7% |
| 6M | +10.5% | +21.2% | -10.7% | +9.1% |
| YTD | +30.4% | +41.0% | -10.7% | +27.5% |
| 1Y | +52.1% | +19.6% | +32.6% | +50.3% |
| 3Y | +77.8% | +183.8% | -106.0% | +53.9% |
| All | +77.8% | +190.9% | -113.1% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling