+9,018.2%
JNJ vs RGEN
+1,577.9%
+7,440.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +3.5% | -3.3% | +6.7% | +3.5% |
| 30D | +12.5% | -5.8% | +18.4% | +12.7% |
| 3M | +9.6% | +0.2% | +9.4% | +9.5% |
| 6M | +25.3% | +56.8% | -31.4% | +24.0% |
| YTD | +40.3% | +2.4% | +37.9% | +39.9% |
| 1Y | +49.6% | +11.4% | +38.2% | +49.0% |
| 3Y | +110.8% | +15.2% | +95.6% | +108.7% |
| 5Y | +99.1% | -35.1% | +134.2% | +98.3% |
| 10Y | +216.6% | +419.6% | -203.1% | +202.1% |
| All | +9,018.2% | +1,577.9% | +7,440.3% | +7,472.9% |
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