+98.3%
JNJ vs COMP
+353.8%
-255.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.7% | -9.3% | +1.3% |
| 7D | +1.1% | +13.4% | -12.3% | +1.0% |
| 30D | +6.9% | +11.1% | -4.2% | +6.7% |
| 3M | +8.0% | -18.8% | +26.9% | +8.1% |
| 6M | +24.3% | +10.5% | +13.8% | +24.0% |
| YTD | +35.6% | -3.4% | +39.0% | +35.2% |
| 1Y | +51.1% | +19.7% | +31.4% | +50.0% |
| 3Y | +98.3% | +381.6% | -283.3% | +90.2% |
| All | +98.3% | +353.8% | -255.5% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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