+46.6%
ASML vs JNJ
+55.1%
-8.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +6.9% |
| 7D | -0.8% | +4.3% | -5.1% | +0.7% |
| 30D | -14.9% | +7.9% | -22.8% | -12.0% |
| 3M | -13.0% | +9.4% | -22.3% | -9.4% |
| 6M | -4.7% | +28.8% | -33.5% | -0.7% |
| YTD | +42.3% | +38.5% | +3.8% | +57.8% |
| All | +46.6% | +55.1% | -8.5% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling