-37.3%
AMAT vs JNJ
+8.7%
-45.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | -14.7% | +1.1% | -15.8% | -14.6% |
| 30D | -36.1% | +6.9% | -43.0% | -36.5% |
| All | -37.3% | +8.7% | -45.9% | -37.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling