+100,756.0%
AMAT vs JNJ
+8,882.8%
+91,873.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.6% |
| 7D | -14.7% | +1.1% | -15.8% | -15.1% |
| 30D | -36.1% | +6.9% | -43.0% | -38.0% |
| 3M | -36.9% | +8.0% | -44.9% | -39.3% |
| 6M | -22.2% | +24.3% | -46.5% | -30.8% |
| YTD | +29.9% | +35.6% | -5.7% | +10.9% |
| 1Y | +43.3% | +51.1% | -7.8% | +16.3% |
| 3Y | +142.7% | +98.3% | +44.4% | +68.0% |
| 5Y | +126.2% | +94.3% | +31.9% | +55.8% |
| 10Y | +1,211.7% | +214.9% | +996.8% | +618.8% |
| All | +100,756.0% | +8,882.8% | +91,873.2% | +11,193.0% |
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 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