+517.1%
JNJ vs GWRE
+741.3%
-224.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -3.5% | -13.2% | +9.7% | -2.4% |
| 30D | +2.3% | -18.6% | +20.9% | +3.7% |
| 3M | +12.0% | +18.9% | -6.9% | +10.0% |
| 6M | +10.5% | -11.0% | +21.4% | +10.3% |
| YTD | +30.4% | -29.9% | +60.3% | +32.7% |
| 1Y | +52.1% | -44.3% | +96.5% | +58.0% |
| 3Y | +77.8% | +51.7% | +26.1% | +63.7% |
| 5Y | +82.9% | +15.4% | +67.5% | +71.9% |
| 10Y | +194.8% | +129.4% | +65.4% | +150.4% |
| All | +517.1% | +741.3% | -224.2% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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