+247.2%
AMAT vs JNJ
+81.5%
+165.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.1% |
| 7D | -1.5% | +2.7% | -4.2% | -1.0% |
| 30D | -14.8% | +7.4% | -22.2% | -13.6% |
| 3M | -9.3% | +21.2% | -30.5% | -6.7% |
| 6M | +27.4% | +13.4% | +14.0% | +30.5% |
| YTD | +77.6% | +35.1% | +42.4% | +84.2% |
| 1Y | +188.9% | +57.4% | +131.5% | +203.4% |
| 3Y | +202.3% | +86.8% | +115.5% | +221.2% |
| All | +247.2% | +81.5% | +165.7% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling