+1,504.8%
ASML vs JNJ
+208.6%
+1,296.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.7% |
| 7D | -0.8% | +4.3% | -5.1% | -1.9% |
| 30D | -14.9% | +7.9% | -22.8% | -16.6% |
| 3M | -13.0% | +9.4% | -22.3% | -15.3% |
| 6M | -4.7% | +28.8% | -33.5% | -12.6% |
| YTD | +42.3% | +38.5% | +3.8% | +27.4% |
| 1Y | +49.7% | +54.6% | -4.9% | +29.0% |
| 3Y | +144.3% | +108.4% | +35.9% | +81.3% |
| 5Y | +86.4% | +99.6% | -13.3% | +39.6% |
| 10Y | +1,504.8% | +207.8% | +1,297.1% | +864.4% |
| All | +1,504.8% | +208.6% | +1,296.3% | +864.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling