+137,736.4%
AMAT vs JNJ
+8,850.6%
+128,885.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.8% |
| 7D | -1.5% | +2.7% | -4.2% | -2.7% |
| 30D | -14.8% | +7.4% | -22.2% | -17.6% |
| 3M | -9.3% | +21.2% | -30.5% | -17.9% |
| 6M | +27.4% | +13.4% | +14.0% | +18.5% |
| YTD | +77.6% | +35.1% | +42.4% | +52.3% |
| 1Y | +188.9% | +57.4% | +131.5% | +130.5% |
| 3Y | +202.3% | +86.8% | +115.5% | +116.0% |
| 5Y | +248.9% | +80.8% | +168.1% | +149.7% |
| 10Y | +1,585.2% | +202.7% | +1,382.5% | +843.5% |
| All | +137,736.4% | +8,850.6% | +128,885.8% | +15,416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling