+61.4%
AMAT vs JNJ
+51.2%
+10.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -1.1% |
| 7D | -11.2% | +1.9% | -13.1% | -10.1% |
| 30D | -31.9% | +9.2% | -41.1% | -27.6% |
| 3M | -32.3% | +8.9% | -41.3% | -28.2% |
| 6M | -5.4% | +24.6% | -30.0% | +3.4% |
| YTD | +44.3% | +35.7% | +8.6% | +62.5% |
| 1Y | +61.4% | +51.2% | +10.2% | +84.8% |
| All | +61.4% | +51.2% | +10.1% | +84.8% |
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