-7.5%
ASML vs JNJ
+23.9%
-31.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +5.9% |
| 7D | -9.0% | +1.1% | -10.1% | -8.3% |
| 30D | -21.0% | +6.9% | -27.8% | -16.7% |
| 3M | -16.3% | +8.0% | -24.3% | -10.5% |
| 6M | -7.5% | +24.3% | -31.8% | +4.1% |
| All | -7.5% | +23.9% | -31.5% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling