+4,770.1%
DELL vs JNJ
+195.1%
+4,575.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.3% |
| 7D | +25.6% | -0.8% | +26.4% | +25.9% |
| 30D | +17.7% | +4.3% | +13.3% | +16.6% |
| 3M | +33.4% | +16.5% | +16.9% | +28.5% |
| 6M | +266.2% | +13.1% | +253.1% | +254.3% |
| YTD | +328.0% | +32.1% | +295.9% | +297.1% |
| 1Y | +339.6% | +54.5% | +285.1% | +289.1% |
| 3Y | +694.6% | +82.5% | +612.1% | +552.8% |
| 5Y | +1,122.0% | +80.0% | +1,042.0% | +898.0% |
| 10Y | +4,062.5% | +195.7% | +3,866.8% | +2,622.3% |
| All | +4,770.1% | +195.1% | +4,575.0% | +3,134.7% |
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 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