+319.1%
DELL vs JNJ
+58.1%
+260.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +0.8% |
| 7D | +14.9% | +2.7% | +12.2% | +16.8% |
| 30D | +13.3% | +7.4% | +5.9% | +18.6% |
| 3M | +24.4% | +21.2% | +3.2% | +41.5% |
| 6M | +258.0% | +13.4% | +244.6% | +303.7% |
| YTD | +320.2% | +35.1% | +285.1% | +411.3% |
| 1Y | +319.1% | +57.4% | +261.6% | +432.0% |
| All | +319.1% | +58.1% | +260.9% | +432.0% |
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