+97,349.8%
ASML vs JNJ
+3,802.1%
+93,547.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +1.1% | +2.7% | -1.6% | -0.2% |
| 30D | +2.2% | +7.4% | -5.2% | -1.5% |
| 3M | -2.3% | +21.2% | -23.5% | -12.2% |
| 6M | +23.0% | +13.4% | +9.6% | +14.1% |
| YTD | +61.1% | +35.1% | +25.9% | +36.9% |
| 1Y | +129.1% | +57.4% | +71.7% | +80.0% |
| 3Y | +165.4% | +86.8% | +78.6% | +84.2% |
| 5Y | +109.5% | +80.8% | +28.7% | +46.2% |
| 10Y | +1,645.7% | +202.7% | +1,443.0% | +799.4% |
| All | +97,349.8% | +3,802.1% | +93,547.7% | +23,005.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling