+3,383.7%
JNJ vs MDY
+2,644.5%
+739.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +4.3% | -3.1% | +7.5% | +5.5% |
| 3M | +16.5% | +1.8% | +14.7% | +15.5% |
| 6M | +13.1% | +10.8% | +2.3% | +8.5% |
| YTD | +32.1% | +14.4% | +17.7% | +25.0% |
| 1Y | +54.5% | +15.2% | +39.3% | +45.6% |
| 3Y | +82.5% | +51.2% | +31.3% | +52.4% |
| 5Y | +80.0% | +47.2% | +32.8% | +49.0% |
| 10Y | +195.7% | +171.1% | +24.5% | +85.3% |
| All | +3,383.7% | +2,644.5% | +739.2% | +614.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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