+39.3%
ASML vs JNJ
+51.2%
-12.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +5.5% |
| 7D | -9.0% | +1.1% | -10.1% | -8.6% |
| 30D | -21.0% | +6.9% | -27.8% | -18.4% |
| 3M | -16.3% | +8.0% | -24.3% | -13.2% |
| 6M | -7.5% | +24.3% | -31.8% | -4.2% |
| YTD | +34.0% | +35.6% | -1.6% | +46.6% |
| 1Y | +39.3% | +51.1% | -11.8% | +47.4% |
| All | +39.3% | +51.2% | -12.0% | +47.4% |
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 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