+1,474.7%
JNJ vs MAR
+3,168.2%
-1,693.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | +3.5% | +1.6% | +1.8% | +3.2% |
| 30D | +12.5% | +13.8% | -1.3% | +10.2% |
| 3M | +9.6% | +20.3% | -10.7% | +6.3% |
| 6M | +25.3% | +21.3% | +4.0% | +21.2% |
| YTD | +40.3% | +37.2% | +3.1% | +32.7% |
| 1Y | +49.6% | +48.4% | +1.2% | +39.7% |
| 3Y | +110.8% | +120.1% | -9.3% | +82.1% |
| 5Y | +99.1% | +182.1% | -83.0% | +61.9% |
| 10Y | +216.6% | +530.2% | -313.6% | +110.3% |
| All | +1,474.7% | +3,168.2% | -1,693.5% | +559.5% |
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