+54.3%
JNJ vs MA
-2.1%
+56.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -3.0% | -3.5% | +0.6% | -2.7% |
| 30D | +2.5% | +0.8% | +1.7% | +2.5% |
| 3M | +13.2% | +14.8% | -1.5% | +12.1% |
| 6M | +11.3% | +10.0% | +1.3% | +10.0% |
| YTD | +31.1% | -0.1% | +31.2% | +30.6% |
| 1Y | +54.3% | -2.2% | +56.5% | +54.0% |
| All | +54.3% | -2.1% | +56.5% | +54.0% |
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