+54.9%
JNJ vs RGEN
+39.1%
+15.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.3% |
| 7D | -4.3% | -2.9% | -1.4% | -4.4% |
| 30D | +3.0% | -0.1% | +3.1% | +2.9% |
| 3M | +12.2% | +25.9% | -13.7% | +12.2% |
| 6M | +10.5% | +35.2% | -24.8% | +10.5% |
| YTD | +30.8% | +0.5% | +30.3% | +31.2% |
| 1Y | +54.9% | +37.0% | +18.0% | +55.6% |
| All | +54.9% | +39.1% | +15.8% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling