+1,055.3%
DELL vs JNJ
+81.7%
+973.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.1% | -5.4% |
| 7D | -1.9% | -4.3% | +2.4% | -2.9% |
| 30D | +14.9% | +3.0% | +11.9% | +15.8% |
| 3M | +37.2% | +12.2% | +25.0% | +41.0% |
| 6M | +254.0% | +10.5% | +243.5% | +265.1% |
| YTD | +306.1% | +30.8% | +275.4% | +330.7% |
| 1Y | +312.3% | +54.9% | +257.3% | +348.8% |
| 3Y | +654.0% | +80.7% | +573.4% | +746.9% |
| 5Y | +1,055.3% | +83.4% | +971.9% | +1,264.7% |
| All | +1,055.3% | +81.7% | +973.6% | +1,264.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling