+83.4%
JNJ vs MAR
+151.1%
-67.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | -4.3% | -2.1% | -2.3% | -4.2% |
| 30D | +3.0% | -5.7% | +8.7% | +3.3% |
| 3M | +12.2% | -14.6% | +26.9% | +13.0% |
| 6M | +10.5% | +1.3% | +9.1% | +10.5% |
| YTD | +30.8% | +6.7% | +24.1% | +30.4% |
| 1Y | +54.9% | +26.4% | +28.5% | +53.5% |
| 3Y | +80.7% | +64.7% | +15.9% | +76.0% |
| 5Y | +83.4% | +153.1% | -69.6% | +76.1% |
| All | +83.4% | +151.1% | -67.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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