+6,351.7%
AMD vs JNJ
+212.8%
+6,138.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +10.7% |
| 7D | -11.0% | +1.1% | -12.2% | -11.2% |
| 30D | -30.5% | +6.9% | -37.3% | -31.6% |
| 3M | -8.2% | +8.0% | -16.2% | -10.2% |
| 6M | +6.6% | +24.3% | -17.7% | -1.3% |
| YTD | +109.7% | +35.6% | +74.1% | +87.9% |
| 1Y | +88.9% | +51.1% | +37.8% | +62.5% |
| 3Y | +301.8% | +98.3% | +203.5% | +199.9% |
| 5Y | +229.4% | +94.3% | +135.0% | +143.4% |
| All | +6,351.7% | +212.8% | +6,138.9% | +3,694.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling