+1,582.8%
ASML vs JNJ
+208.0%
+1,374.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.5% | +1.5% | +1.1% | +2.2% |
| 30D | -12.2% | +6.3% | -18.5% | -13.6% |
| 3M | -14.6% | +8.5% | -23.1% | -16.7% |
| 6M | -1.7% | +28.0% | -29.7% | -9.7% |
| YTD | +44.3% | +37.7% | +6.6% | +29.4% |
| 1Y | +51.0% | +47.9% | +3.1% | +32.1% |
| 3Y | +137.6% | +107.4% | +30.2% | +76.6% |
| 5Y | +92.7% | +97.7% | -5.0% | +45.0% |
| 10Y | +1,582.8% | +210.7% | +1,372.2% | +913.2% |
| All | +1,582.8% | +208.0% | +1,374.8% | +913.2% |
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