+196.5%
JNJ vs M
-7.1%
+203.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.6% |
| 7D | -3.0% | -4.1% | +1.1% | -2.8% |
| 30D | +2.5% | -13.6% | +16.1% | +3.1% |
| 3M | +13.2% | -2.3% | +15.5% | +13.2% |
| 6M | +11.3% | +21.9% | -10.6% | +10.1% |
| YTD | +31.1% | -0.6% | +31.7% | +30.8% |
| 1Y | +54.3% | +29.7% | +24.6% | +52.0% |
| 3Y | +81.1% | +107.3% | -26.1% | +72.0% |
| 5Y | +82.7% | +20.5% | +62.2% | +74.6% |
| 10Y | +196.5% | -6.1% | +202.6% | +147.9% |
| All | +196.5% | -7.1% | +203.6% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling