+143.3%
DELL vs JNJ
+51.2%
+92.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.8% | -12.6% | -6.5% |
| 7D | -24.6% | +1.9% | -26.5% | -23.4% |
| 30D | -32.5% | +9.2% | -41.7% | -28.2% |
| 3M | -20.2% | +8.9% | -29.1% | -14.6% |
| 6M | +76.5% | +24.6% | +51.9% | +107.3% |
| YTD | +198.9% | +35.7% | +163.3% | +273.6% |
| 1Y | +143.3% | +51.2% | +92.1% | +241.8% |
| All | +143.3% | +51.2% | +92.1% | +241.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling