+1,557.1%
ASML vs JNJ
+216.3%
+1,340.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +4.9% | +3.5% | +1.5% | +4.1% |
| 30D | -9.3% | +12.5% | -21.8% | -12.0% |
| 3M | -19.0% | +9.6% | -28.6% | -21.1% |
| 6M | -5.2% | +25.3% | -30.6% | -12.2% |
| YTD | +40.6% | +40.3% | +0.3% | +25.5% |
| 1Y | +47.5% | +49.6% | -2.1% | +28.7% |
| 3Y | +133.9% | +110.8% | +23.1% | +73.3% |
| 5Y | +83.8% | +99.1% | -15.3% | +38.6% |
| All | +1,557.1% | +216.3% | +1,340.8% | +899.3% |
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