+4.4%
GOOGL vs JNJ
+51.2%
-46.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +3.2% |
| 7D | -11.1% | +1.9% | -13.0% | -11.1% |
| 30D | -16.6% | +9.2% | -25.9% | -16.7% |
| 3M | -23.4% | +8.9% | -32.4% | -23.2% |
| 6M | -24.5% | +24.6% | -49.1% | -26.4% |
| YTD | -7.5% | +35.7% | -43.2% | -12.3% |
| 1Y | +4.4% | +51.2% | -46.8% | -11.6% |
| All | +4.4% | +51.2% | -46.9% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling