+1,665.8%
AMAT vs JNJ
+195.9%
+1,469.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.7% |
| 7D | +7.0% | -0.8% | +7.8% | +7.2% |
| 30D | -12.2% | +4.3% | -16.5% | -13.8% |
| 3M | -3.8% | +16.5% | -20.3% | -10.5% |
| 6M | +45.9% | +13.1% | +32.8% | +37.1% |
| YTD | +84.6% | +32.1% | +52.5% | +61.8% |
| 1Y | +193.4% | +54.5% | +138.9% | +139.1% |
| 3Y | +228.1% | +82.5% | +145.5% | +138.7% |
| 5Y | +268.9% | +80.0% | +188.9% | +164.7% |
| 10Y | +1,665.8% | +195.7% | +1,470.1% | +851.0% |
| All | +1,665.8% | +195.9% | +1,469.9% | +851.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling