+1,315.3%
AMAT vs JNJ
+208.6%
+1,106.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.1% | +9.2% | +10.7% |
| 7D | -1.1% | +4.3% | -5.3% | -2.4% |
| 30D | -26.9% | +7.9% | -34.8% | -28.7% |
| 3M | -31.2% | +9.4% | -40.6% | -33.5% |
| 6M | -14.7% | +28.8% | -43.5% | -23.9% |
| YTD | +44.7% | +38.5% | +6.2% | +24.7% |
| 1Y | +62.0% | +54.6% | +7.3% | +32.8% |
| 3Y | +165.0% | +108.4% | +56.6% | +79.7% |
| 5Y | +147.1% | +99.6% | +47.5% | +67.3% |
| 10Y | +1,315.3% | +207.8% | +1,107.5% | +658.4% |
| All | +1,315.3% | +208.6% | +1,106.7% | +658.4% |
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