+11,477.5%
AMD vs JNJ
+8,850.6%
+2,626.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.2% |
| 7D | +2.6% | +2.7% | -0.1% | +1.4% |
| 30D | -0.9% | +7.4% | -8.3% | -4.0% |
| 3M | -8.7% | +21.2% | -29.9% | -16.9% |
| 6M | +136.3% | +13.4% | +122.9% | +120.6% |
| YTD | +123.0% | +35.1% | +87.9% | +93.0% |
| 1Y | +195.2% | +57.4% | +137.7% | +138.1% |
| 3Y | +336.3% | +86.8% | +249.6% | +217.7% |
| 5Y | +334.5% | +80.8% | +253.7% | +216.7% |
| 10Y | +6,259.1% | +202.7% | +6,056.4% | +3,526.7% |
| All | +11,477.5% | +8,850.6% | +2,626.8% | +1,572.1% |
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