+16,554.9%
INTC vs JNJ
+8,651.9%
+7,903.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.2% | +11.3% | +10.0% |
| 7D | +17.4% | -0.8% | +18.2% | +17.7% |
| 30D | +2.8% | +4.3% | -1.5% | +0.5% |
| 3M | -5.3% | +16.5% | -21.8% | -12.7% |
| 6M | +140.6% | +13.1% | +127.5% | +123.9% |
| YTD | +183.1% | +32.1% | +151.0% | +145.6% |
| 1Y | +326.8% | +54.5% | +272.3% | +243.5% |
| 3Y | +179.4% | +82.5% | +96.9% | +105.3% |
| 5Y | +111.7% | +80.0% | +31.7% | +55.1% |
| 10Y | +253.8% | +195.7% | +58.2% | +105.8% |
| All | +16,554.9% | +8,651.9% | +7,903.0% | +2,166.4% |
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 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