+82.5%
JNJ vs M
+120.4%
-37.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.2% |
| 7D | -0.8% | +2.4% | -3.1% | -0.8% |
| 30D | +4.3% | -11.6% | +15.9% | +4.4% |
| 3M | +16.5% | +1.6% | +14.9% | +16.5% |
| 6M | +13.1% | +25.2% | -12.1% | +13.0% |
| YTD | +32.1% | +3.8% | +28.4% | +32.0% |
| 1Y | +54.5% | +36.3% | +18.1% | +54.0% |
| 3Y | +82.5% | +116.3% | -33.8% | +76.5% |
| All | +82.5% | +120.4% | -37.9% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling