+83.4%
JNJ vs GRMN
+73.8%
+9.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.3% | -1.8% | -2.5% | -4.2% |
| 30D | +3.0% | -12.1% | +15.1% | +4.0% |
| 3M | +12.2% | +18.0% | -5.8% | +10.5% |
| 6M | +10.5% | +13.7% | -3.3% | +9.0% |
| YTD | +30.8% | +35.3% | -4.5% | +26.9% |
| 1Y | +54.9% | +17.2% | +37.7% | +52.2% |
| 3Y | +80.7% | +179.6% | -99.0% | +56.4% |
| 5Y | +83.4% | +75.6% | +7.9% | +64.9% |
| All | +83.4% | +73.8% | +9.6% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling