+66.0%
AMAT vs JNJ
+49.9%
+16.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.1% |
| 7D | +19.3% | +4.1% | +15.2% | +21.4% |
| 30D | -17.9% | +14.0% | -32.0% | -11.8% |
| 3M | -30.4% | +9.2% | -39.7% | -26.6% |
| 6M | -11.4% | +27.8% | -39.2% | -3.3% |
| YTD | +48.8% | +39.2% | +9.6% | +64.2% |
| 1Y | +66.0% | +49.1% | +16.9% | +74.6% |
| All | +66.0% | +49.9% | +16.1% | +74.6% |
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