+4,675.8%
JNJ vs M
+439.9%
+4,235.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.5% | -3.3% | +4.8% | +1.8% |
| 30D | +6.3% | +8.1% | -1.8% | +5.4% |
| 3M | +8.5% | +2.2% | +6.3% | +8.1% |
| 6M | +28.0% | +35.1% | -7.1% | +23.7% |
| YTD | +37.7% | +15.8% | +21.8% | +34.6% |
| 1Y | +47.9% | +25.8% | +22.1% | +43.3% |
| 3Y | +107.4% | +156.2% | -48.9% | +81.3% |
| 5Y | +97.7% | -2.4% | +100.1% | +85.0% |
| 10Y | +210.7% | -7.1% | +217.8% | +164.1% |
| All | +4,675.8% | +439.9% | +4,235.9% | +2,445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling