+83.7%
JNJ vs COMP
-31.2%
+114.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.7% |
| 30D | +7.4% | -13.3% | +20.7% | +7.4% |
| 3M | +21.2% | +41.1% | -19.9% | +20.9% |
| 6M | +13.4% | +17.2% | -3.8% | +13.2% |
| YTD | +35.1% | +5.2% | +29.9% | +34.9% |
| 1Y | +57.4% | +18.9% | +38.5% | +56.9% |
| 3Y | +86.8% | +215.9% | -129.1% | +84.3% |
| All | +83.7% | -31.2% | +114.8% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling