+164.9%
ASML vs JNJ
+86.7%
+78.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +3.7% |
| 7D | +1.1% | +2.7% | -1.6% | +2.3% |
| 30D | +2.2% | +7.4% | -5.2% | +5.4% |
| 3M | -2.3% | +21.2% | -23.5% | +5.6% |
| 6M | +23.0% | +13.4% | +9.6% | +29.8% |
| YTD | +61.1% | +35.1% | +25.9% | +82.8% |
| 1Y | +129.1% | +57.4% | +71.7% | +178.5% |
| All | +164.9% | +86.7% | +78.3% | +254.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling