+1,425.2%
AMAT vs JNJ
+208.0%
+1,217.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +7.0% | +1.5% | +5.5% | +6.6% |
| 30D | -20.6% | +6.3% | -26.9% | -22.2% |
| 3M | -24.8% | +8.5% | -33.2% | -27.1% |
| 6M | -10.7% | +28.0% | -38.7% | -20.2% |
| YTD | +54.3% | +37.7% | +16.6% | +33.3% |
| 1Y | +73.7% | +47.9% | +25.8% | +45.3% |
| 3Y | +168.4% | +107.4% | +61.0% | +82.2% |
| 5Y | +167.6% | +97.7% | +69.8% | +82.1% |
| 10Y | +1,425.2% | +210.7% | +1,214.5% | +707.2% |
| All | +1,425.2% | +208.0% | +1,217.2% | +707.2% |
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