+9.7%
AMZN vs JNJ
+58.1%
-48.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.4% |
| 7D | -3.0% | +2.7% | -5.7% | -2.4% |
| 30D | -5.2% | +7.4% | -12.6% | -3.4% |
| 3M | +1.9% | +21.2% | -19.4% | +7.3% |
| 6M | +19.2% | +13.4% | +5.8% | +22.4% |
| YTD | +12.0% | +35.1% | -23.1% | +22.9% |
| 1Y | +9.7% | +57.4% | -47.7% | +26.3% |
| All | +9.7% | +58.1% | -48.4% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling