+780.7%
GOOG vs JNJ
+196.0%
+584.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | -3.5% | +3.5% | +1.3% |
| 30D | -2.0% | +2.3% | -4.3% | -2.8% |
| 3M | -5.9% | +12.0% | -17.8% | -10.2% |
| 6M | +8.9% | +10.5% | -1.6% | +4.4% |
| YTD | +7.1% | +30.4% | -23.3% | -3.9% |
| 1Y | +39.7% | +52.1% | -12.5% | +17.9% |
| 3Y | +145.8% | +77.8% | +68.0% | +90.7% |
| 5Y | +138.6% | +82.9% | +55.7% | +80.5% |
| All | +780.7% | +196.0% | +584.7% | +428.4% |
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