+1,383.0%
JNJ vs MAR
+2,439.3%
-1,056.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -0.8% | -1.7% | +1.0% | -0.5% |
| 30D | +4.3% | -6.9% | +11.2% | +5.5% |
| 3M | +16.5% | -15.8% | +32.3% | +19.6% |
| 6M | +13.1% | +1.9% | +11.2% | +12.5% |
| YTD | +32.1% | +6.6% | +25.5% | +30.2% |
| 1Y | +54.5% | +23.7% | +30.8% | +48.4% |
| 3Y | +82.5% | +64.6% | +17.9% | +65.3% |
| 5Y | +80.0% | +156.4% | -76.3% | +48.1% |
| 10Y | +195.7% | +415.4% | -219.7% | +102.6% |
| All | +1,383.0% | +2,439.3% | -1,056.3% | +547.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling