+75.5%
ASML vs JNJ
+94.0%
-18.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +5.2% |
| 7D | -9.0% | +1.1% | -10.1% | -8.8% |
| 30D | -21.0% | +6.9% | -27.8% | -20.0% |
| 3M | -16.3% | +8.0% | -24.3% | -15.2% |
| 6M | -7.5% | +24.3% | -31.8% | -5.4% |
| YTD | +34.0% | +35.6% | -1.6% | +38.3% |
| 1Y | +39.3% | +51.1% | -11.8% | +44.9% |
| 3Y | +128.9% | +98.3% | +30.6% | +136.7% |
| All | +75.5% | +94.0% | -18.6% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling