+210.7%
JNJ vs M
-5.1%
+215.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +1.5% | -3.3% | +4.8% | +1.6% |
| 30D | +6.3% | +8.1% | -1.8% | +5.9% |
| 3M | +8.5% | +2.2% | +6.3% | +8.3% |
| 6M | +28.0% | +35.1% | -7.1% | +26.1% |
| YTD | +37.7% | +15.8% | +21.8% | +36.4% |
| 1Y | +47.9% | +25.8% | +22.1% | +45.9% |
| 3Y | +107.4% | +156.2% | -48.9% | +95.0% |
| 5Y | +97.7% | -2.4% | +100.1% | +92.7% |
| 10Y | +210.7% | -7.1% | +217.8% | +157.5% |
| All | +210.7% | -5.1% | +215.8% | +157.5% |
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