+289.3%
INTC vs JNJ
+58.1%
+231.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.7% | +3.6% |
| 7D | +7.1% | +2.7% | +4.4% | +9.4% |
| 30D | -5.2% | +7.4% | -12.6% | +0.8% |
| 3M | -14.3% | +21.2% | -35.5% | -2.0% |
| 6M | +110.2% | +13.4% | +96.8% | +137.3% |
| YTD | +159.6% | +35.1% | +124.5% | +226.8% |
| 1Y | +289.3% | +57.4% | +231.8% | +570.9% |
| All | +289.3% | +58.1% | +231.2% | +570.9% |
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