+133.5%
ASML vs JNJ
+106.3%
+27.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.6% |
| 7D | -2.9% | +5.5% | -8.3% | -0.6% |
| 30D | -15.2% | +7.4% | -22.6% | -12.3% |
| 3M | -12.9% | +7.8% | -20.7% | -9.6% |
| 6M | -5.0% | +28.2% | -33.3% | +5.8% |
| YTD | +41.8% | +37.9% | +3.9% | +64.5% |
| 1Y | +46.0% | +52.4% | -6.3% | +77.8% |
| 3Y | +133.5% | +107.7% | +25.8% | +231.8% |
| All | +133.5% | +106.3% | +27.2% | +231.8% |
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