+33.9%
AAPL vs JNJ
+58.1%
-24.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | +0.1% | +2.7% | -2.6% | -0.2% |
| 30D | +3.0% | +7.4% | -4.4% | +2.4% |
| 3M | +2.9% | +21.2% | -18.3% | +1.7% |
| 6M | +22.1% | +13.4% | +8.7% | +21.3% |
| YTD | +18.0% | +35.1% | -17.1% | +14.6% |
| 1Y | +33.9% | +57.4% | -23.5% | +26.8% |
| All | +33.9% | +58.1% | -24.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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