+9,411.2%
INTC vs JNJ
+9,192.8%
+218.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +6.0% | +3.5% | +2.6% | +4.5% |
| 30D | -39.2% | +12.5% | -51.7% | -42.2% |
| 3M | -42.9% | +9.6% | -52.5% | -45.5% |
| 6M | -50.4% | +25.3% | -75.7% | -55.9% |
| YTD | +61.7% | +40.3% | +21.4% | +36.3% |
| 1Y | +66.1% | +49.6% | +16.5% | +35.9% |
| 3Y | +58.1% | +110.8% | -52.6% | +8.7% |
| 5Y | +27.9% | +99.1% | -71.3% | -10.6% |
| 10Y | +111.1% | +216.6% | -105.4% | +19.0% |
| All | +9,411.2% | +9,192.8% | +218.4% | +1,157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling