+4,404.4%
DELL vs JNJ
+196.0%
+4,208.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +12.0% |
| 7D | +8.2% | -3.5% | +11.7% | +9.0% |
| 30D | +17.1% | +2.3% | +14.8% | +16.4% |
| 3M | +45.2% | +12.0% | +33.2% | +41.1% |
| 6M | +286.8% | +10.5% | +276.3% | +276.4% |
| YTD | +354.8% | +30.4% | +324.4% | +323.3% |
| 1Y | +358.3% | +52.1% | +306.1% | +307.3% |
| 3Y | +724.9% | +77.8% | +647.1% | +584.5% |
| 5Y | +1,193.7% | +82.9% | +1,110.8% | +944.4% |
| All | +4,404.4% | +196.0% | +4,208.4% | +2,825.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling