+13,164.2%
GOOG vs JNJ
+775.9%
+12,388.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -1.6% | -3.0% | +1.4% | 0.0% |
| 30D | -7.7% | +2.5% | -10.2% | -8.9% |
| 3M | -9.3% | +13.2% | -22.5% | -15.8% |
| 6M | +7.4% | +11.3% | -3.8% | +0.6% |
| YTD | +4.9% | +31.1% | -26.3% | -10.4% |
| 1Y | +37.2% | +54.3% | -17.1% | +7.0% |
| 3Y | +141.6% | +81.1% | +60.5% | +66.9% |
| 5Y | +128.8% | +82.7% | +46.0% | +54.9% |
| 10Y | +772.7% | +196.5% | +576.2% | +311.4% |
| All | +13,164.2% | +775.9% | +12,388.3% | +3,053.8% |
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