+123.1%
ASML vs JNJ
+55.2%
+67.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +2.0% |
| 7D | +6.0% | -0.8% | +6.8% | +5.7% |
| 30D | +1.4% | +4.3% | -3.0% | +3.2% |
| 3M | +1.0% | +16.5% | -15.5% | +4.5% |
| 6M | +37.0% | +13.1% | +23.8% | +42.1% |
| YTD | +65.8% | +32.1% | +33.6% | +80.8% |
| 1Y | +123.1% | +54.5% | +68.6% | +169.5% |
| All | +123.1% | +55.2% | +67.9% | +169.5% |
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