+27.4%
AMAT vs JNJ
+13.2%
+14.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +3.3% |
| 7D | -1.5% | +2.7% | -4.2% | +0.9% |
| 30D | -14.8% | +7.4% | -22.2% | -9.2% |
| 3M | -9.3% | +21.2% | -30.5% | +1.9% |
| 6M | +27.4% | +13.4% | +14.0% | +50.5% |
| All | +27.4% | +13.2% | +14.2% | +50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling