+272,232.7%
AMZN vs JNJ
+1,838.5%
+270,394.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +2.8% | +3.5% | -0.6% | +1.5% |
| 30D | +5.0% | +12.5% | -7.6% | +0.1% |
| 3M | +0.6% | +9.6% | -9.0% | -3.2% |
| 6M | -1.3% | +25.3% | -26.6% | -10.5% |
| YTD | +15.5% | +40.3% | -24.8% | -0.3% |
| 1Y | +12.2% | +49.6% | -37.4% | -5.7% |
| 3Y | +87.0% | +110.8% | -23.8% | +32.6% |
| 5Y | +51.3% | +99.1% | -47.8% | +9.0% |
| 10Y | +621.7% | +216.6% | +405.1% | +309.7% |
| All | +272,232.7% | +1,838.5% | +270,394.2% | +61,931.4% |
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