+1,069.5%
JNJ vs GS
+1,903.9%
-834.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.7% | +0.9% | +1.7% | +2.5% |
| 30D | +7.4% | -1.6% | +8.9% | +7.6% |
| 3M | +21.2% | -4.5% | +25.7% | +21.6% |
| 6M | +13.4% | +20.9% | -7.5% | +9.4% |
| YTD | +35.1% | +19.9% | +15.2% | +30.2% |
| 1Y | +57.4% | +41.4% | +16.0% | +47.6% |
| 3Y | +86.8% | +239.2% | -152.4% | +49.8% |
| 5Y | +80.8% | +185.0% | -104.2% | +47.7% |
| 10Y | +202.7% | +655.0% | -452.2% | +105.5% |
| All | +1,069.5% | +1,903.9% | -834.4% | +524.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 all: compounded portfolio wealth divided by compounded GS 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…
all analysis · Full analysis span regression · 6 months rolling