+93.0%
ASML vs JNJ
+98.6%
-5.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -2.9% | +5.5% | -8.3% | -2.1% |
| 30D | -15.2% | +7.4% | -22.6% | -14.2% |
| 3M | -12.9% | +7.8% | -20.7% | -11.8% |
| 6M | -5.0% | +28.2% | -33.3% | -2.7% |
| YTD | +41.8% | +37.9% | +3.9% | +46.5% |
| 1Y | +46.0% | +52.4% | -6.3% | +51.9% |
| 3Y | +133.5% | +107.7% | +25.8% | +138.8% |
| 5Y | +93.0% | +96.5% | -3.5% | +110.0% |
| All | +93.0% | +98.6% | -5.6% | +110.0% |
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