+108.6%
ASML vs JNJ
+81.5%
+27.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.0% |
| 7D | +1.1% | +2.7% | -1.6% | +1.4% |
| 30D | +2.2% | +7.4% | -5.2% | +3.1% |
| 3M | -2.3% | +21.2% | -23.5% | -0.8% |
| 6M | +23.0% | +13.4% | +9.6% | +24.6% |
| YTD | +61.1% | +35.1% | +25.9% | +64.8% |
| 1Y | +129.1% | +57.4% | +71.7% | +136.5% |
| 3Y | +165.4% | +86.8% | +78.6% | +175.3% |
| All | +108.6% | +81.5% | +27.1% | +120.1% |
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