+103.2%
INTC vs JNJ
+81.9%
+21.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +7.5% | -3.5% | +11.0% | +7.5% |
| 30D | +2.0% | +2.3% | -0.3% | +1.8% |
| 3M | -12.0% | +12.0% | -24.0% | -13.6% |
| 6M | +114.5% | +10.5% | +104.1% | +111.5% |
| YTD | +179.0% | +30.4% | +148.6% | +165.2% |
| 1Y | +318.3% | +52.1% | +266.1% | +283.2% |
| 3Y | +171.2% | +77.8% | +93.4% | +137.0% |
| All | +103.2% | +81.9% | +21.4% | +76.7% |
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