+97.6%
JNJ vs M
-4.1%
+101.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.1% |
| 7D | +4.1% | +0.6% | +3.5% | +4.1% |
| 30D | +14.0% | +7.0% | +7.0% | +13.9% |
| 3M | +9.2% | +3.1% | +6.1% | +9.1% |
| 6M | +27.8% | +33.5% | -5.7% | +27.2% |
| YTD | +39.2% | +13.4% | +25.8% | +38.8% |
| 1Y | +49.1% | +22.4% | +26.7% | +48.5% |
| 3Y | +109.7% | +150.9% | -41.2% | +104.8% |
| 5Y | +97.6% | -3.0% | +100.6% | +95.1% |
| All | +97.6% | -4.1% | +101.7% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling