+79.4%
AMZN vs JNJ
+79.6%
-0.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -0.7% | -3.5% | +2.8% | -1.5% |
| 30D | -3.9% | +2.3% | -6.2% | -3.3% |
| 3M | +6.3% | +12.0% | -5.7% | +9.7% |
| 6M | +20.8% | +10.5% | +10.3% | +24.0% |
| YTD | +11.2% | +30.4% | -19.1% | +19.6% |
| 1Y | +11.7% | +52.1% | -40.5% | +24.9% |
| 3Y | +79.4% | +77.8% | +1.6% | +119.5% |
| All | +79.4% | +79.6% | -0.1% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling