+80,969.6%
ASML vs JNJ
+3,816.1%
+77,153.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.4% |
| 7D | -9.0% | +1.1% | -10.1% | -9.5% |
| 30D | -21.0% | +6.9% | -27.8% | -23.7% |
| 3M | -16.3% | +8.0% | -24.3% | -19.9% |
| 6M | -7.5% | +24.3% | -31.8% | -18.3% |
| YTD | +34.0% | +35.6% | -1.6% | +13.1% |
| 1Y | +39.3% | +51.1% | -11.8% | +11.3% |
| 3Y | +128.9% | +98.3% | +30.6% | +53.3% |
| 5Y | +76.1% | +94.3% | -18.3% | +17.6% |
| 10Y | +1,428.4% | +214.9% | +1,213.4% | +667.5% |
| All | +80,969.6% | +3,816.1% | +77,153.5% | +18,996.4% |
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