+138.3%
GOOGL vs JNJ
+81.7%
+56.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.8% | -4.3% | +1.5% | -2.4% |
| 30D | -3.2% | +3.0% | -6.2% | -3.4% |
| 3M | -6.6% | +12.2% | -18.8% | -7.7% |
| 6M | +8.5% | +10.5% | -2.0% | +7.2% |
| YTD | +6.5% | +30.8% | -24.3% | +3.2% |
| 1Y | +39.4% | +54.9% | -15.5% | +32.6% |
| 3Y | +146.2% | +80.7% | +65.5% | +128.4% |
| 5Y | +138.3% | +83.4% | +54.9% | +126.4% |
| All | +138.3% | +81.7% | +56.6% | +126.4% |
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 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