+52.4%
JNJ vs MA
+20.1%
+32.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | +5.5% | +1.8% | +3.7% | +5.3% |
| 30D | +7.4% | +11.8% | -4.4% | +6.4% |
| 3M | +7.8% | +17.2% | -9.4% | +6.4% |
| 6M | +28.2% | +33.4% | -5.2% | +25.4% |
| YTD | +37.9% | +16.1% | +21.7% | +35.2% |
| 1Y | +52.4% | +19.9% | +32.5% | +48.1% |
| All | +52.4% | +20.1% | +32.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling