+164.3%
INTC vs JNJ
+80.1%
+84.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | +9.4% | -4.3% | +13.8% | +8.5% |
| 30D | +2.7% | +3.0% | -0.4% | +3.2% |
| 3M | -6.3% | +12.2% | -18.5% | -5.4% |
| 6M | +114.5% | +10.5% | +104.0% | +117.4% |
| YTD | +171.9% | +30.8% | +141.1% | +172.1% |
| 1Y | +305.0% | +54.9% | +250.1% | +299.4% |
| All | +164.3% | +80.1% | +84.2% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling