-8.2%
AMD vs JNJ
+6.1%
-14.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +11.6% |
| 7D | -11.0% | +1.1% | -12.2% | -10.9% |
| 30D | -30.5% | +6.9% | -37.3% | -25.3% |
| 3M | -8.2% | +8.0% | -16.2% | -1.0% |
| All | -8.2% | +6.1% | -14.3% | -1.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling