+8,682.5%
JNJ vs RGEN
+1,576.0%
+7,106.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | +2.7% | -4.9% | +7.6% | +2.8% |
| 30D | +7.4% | +5.7% | +1.7% | +7.2% |
| 3M | +21.2% | +32.4% | -11.2% | +20.4% |
| 6M | +13.4% | +33.2% | -19.8% | +12.6% |
| YTD | +35.1% | +2.3% | +32.9% | +34.8% |
| 1Y | +57.4% | +39.0% | +18.4% | +56.0% |
| 3Y | +86.8% | -4.6% | +91.4% | +85.6% |
| 5Y | +80.8% | -42.7% | +123.5% | +80.5% |
| 10Y | +202.7% | +433.6% | -230.8% | +188.8% |
| All | +8,682.5% | +1,576.0% | +7,106.5% | +7,197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling