+10,785.8%
AMD vs JNJ
+8,882.8%
+1,903.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +10.5% |
| 7D | -11.0% | +1.1% | -12.2% | -11.3% |
| 30D | -30.5% | +6.9% | -37.3% | -32.5% |
| 3M | -8.2% | +8.0% | -16.2% | -11.6% |
| 6M | +6.6% | +24.3% | -17.7% | -4.5% |
| YTD | +109.7% | +35.6% | +74.1% | +80.6% |
| 1Y | +88.9% | +51.1% | +37.8% | +54.9% |
| 3Y | +301.8% | +98.3% | +203.5% | +183.8% |
| 5Y | +229.4% | +94.3% | +135.0% | +131.4% |
| 10Y | +6,745.1% | +214.9% | +6,530.2% | +3,720.7% |
| All | +10,785.8% | +8,882.8% | +1,903.0% | +1,464.3% |
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