+262,336.6%
AMZN vs JNJ
+1,725.7%
+260,610.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | -6.4% | +4.3% | -10.7% | -8.0% |
| 3M | +4.8% | +16.5% | -11.7% | -1.9% |
| 6M | +20.5% | +13.1% | +7.4% | +14.0% |
| YTD | +11.3% | +32.1% | -20.8% | -1.4% |
| 1Y | +9.0% | +54.5% | -45.5% | -9.7% |
| 3Y | +85.9% | +82.5% | +3.4% | +40.3% |
| 5Y | +45.8% | +80.0% | -34.2% | +9.7% |
| 10Y | +555.5% | +195.7% | +359.8% | +283.2% |
| All | +262,336.6% | +1,725.7% | +260,610.9% | +61,244.8% |
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