+51.2%
JNJ vs MCO
+9.9%
+41.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.1% | +3.5% |
| 7D | +1.9% | +10.7% | -8.8% | +1.5% |
| 30D | +9.2% | +17.9% | -8.6% | +8.6% |
| 3M | +8.9% | +9.5% | -0.5% | +8.5% |
| 6M | +24.6% | +18.1% | +6.5% | +24.3% |
| YTD | +35.7% | +4.1% | +31.6% | +34.5% |
| 1Y | +51.2% | +9.3% | +41.9% | +50.5% |
| All | +51.2% | +9.9% | +41.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling