+77,094.7%
ASML vs JNJ
+3,760.8%
+73,333.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -7.9% | -8.7% |
| 7D | -19.0% | -1.0% | -18.0% | -18.7% |
| 30D | -25.9% | +6.9% | -32.8% | -28.5% |
| 3M | -19.1% | +6.2% | -25.3% | -21.9% |
| 6M | -5.7% | +22.0% | -27.8% | -16.1% |
| YTD | +27.6% | +33.7% | -6.1% | +8.4% |
| 1Y | +30.8% | +49.7% | -18.9% | +4.9% |
| 3Y | +116.2% | +96.0% | +20.3% | +45.6% |
| 5Y | +67.7% | +91.6% | -23.9% | +12.7% |
| 10Y | +1,355.3% | +210.5% | +1,144.8% | +635.4% |
| All | +77,094.7% | +3,760.8% | +73,333.9% | +18,199.7% |
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