+1,284.7%
JNJ vs MET
+1,269.7%
+15.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | +4.3% | -2.3% | +6.6% | +4.7% |
| 3M | +16.5% | +13.9% | +2.6% | +13.9% |
| 6M | +13.1% | +34.8% | -21.7% | +7.5% |
| YTD | +32.1% | +23.5% | +8.6% | +27.1% |
| 1Y | +54.5% | +23.4% | +31.1% | +48.5% |
| 3Y | +82.5% | +64.9% | +17.7% | +65.4% |
| 5Y | +80.0% | +82.0% | -2.0% | +58.8% |
| 10Y | +195.7% | +244.4% | -48.7% | +126.7% |
| All | +1,284.7% | +1,269.7% | +15.0% | +710.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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