+133.9%
ASML vs JNJ
+111.3%
+22.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | +0.2% |
| 7D | +4.9% | +3.5% | +1.5% | +6.4% |
| 30D | -9.3% | +12.5% | -21.8% | -4.3% |
| 3M | -19.0% | +9.6% | -28.6% | -15.3% |
| 6M | -5.2% | +25.3% | -30.6% | +4.9% |
| YTD | +40.6% | +40.3% | +0.3% | +64.4% |
| 1Y | +47.5% | +49.6% | -2.1% | +77.7% |
| 3Y | +133.9% | +110.8% | +23.1% | +235.5% |
| All | +133.9% | +111.3% | +22.5% | +235.5% |
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 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