+264.6%
AMD vs JNJ
+99.1%
+165.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.5% | -8.6% |
| 7D | +18.9% | +3.5% | +15.5% | +19.9% |
| 30D | -6.4% | +12.5% | -19.0% | -3.3% |
| 3M | +10.6% | +9.6% | +1.0% | +13.7% |
| 6M | +19.9% | +25.3% | -5.5% | +26.6% |
| YTD | +149.4% | +40.3% | +109.1% | +166.9% |
| 1Y | +115.4% | +49.6% | +65.7% | +132.3% |
| 3Y | +357.3% | +110.8% | +246.5% | +398.9% |
| All | +264.6% | +99.1% | +165.4% | +337.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling