+716.6%
JNJ vs MA
+15,793.6%
-15,077.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +2.7% | -2.7% | +5.4% | +3.3% |
| 30D | +7.4% | +1.5% | +5.8% | +7.0% |
| 3M | +21.2% | +20.4% | +0.8% | +16.6% |
| 6M | +13.4% | +11.1% | +2.3% | +10.7% |
| YTD | +35.1% | +2.0% | +33.2% | +34.0% |
| 1Y | +57.4% | -2.2% | +59.6% | +57.3% |
| 3Y | +86.8% | +41.9% | +44.9% | +71.7% |
| 5Y | +80.8% | +75.4% | +5.4% | +56.6% |
| 10Y | +202.7% | +527.5% | -324.8% | +100.4% |
| All | +716.6% | +15,793.6% | -15,077.0% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling