+80.0%
JNJ vs MA
+70.4%
+9.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | +4.3% | +1.4% | +2.9% | +4.1% |
| 3M | +16.5% | +17.7% | -1.3% | +13.6% |
| 6M | +13.1% | +9.7% | +3.5% | +11.3% |
| YTD | +32.1% | +0.5% | +31.6% | +31.7% |
| 1Y | +54.5% | -2.1% | +56.6% | +54.5% |
| 3Y | +82.5% | +40.1% | +42.4% | +71.8% |
| 5Y | +80.0% | +67.5% | +12.5% | +63.9% |
| All | +80.0% | +70.4% | +9.6% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling