+14,089.1%
AMD vs JNJ
+9,120.2%
+4,968.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.4% |
| 7D | +44.7% | +4.1% | +40.6% | +42.6% |
| 30D | -3.3% | +14.0% | -17.4% | -8.3% |
| 3M | +21.2% | +9.2% | +12.0% | +16.4% |
| 6M | +30.6% | +27.8% | +2.8% | +15.8% |
| YTD | +173.3% | +39.2% | +134.1% | +133.2% |
| 1Y | +126.1% | +49.1% | +76.9% | +86.8% |
| 3Y | +393.5% | +109.7% | +283.9% | +240.6% |
| 5Y | +295.8% | +97.6% | +198.2% | +176.8% |
| 10Y | +8,648.9% | +214.1% | +8,434.8% | +4,800.2% |
| All | +14,089.1% | +9,120.2% | +4,968.9% | +1,919.9% |
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 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