+192.5%
JNJ vs MKSI
+524.1%
-331.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -3.5% | +2.7% | -6.2% | -3.6% |
| 30D | +2.3% | -12.8% | +15.1% | +2.9% |
| 3M | +12.0% | -22.5% | +34.5% | +12.7% |
| 6M | +10.5% | +19.4% | -8.9% | +7.9% |
| YTD | +30.4% | +67.7% | -37.3% | +24.4% |
| 1Y | +52.1% | +131.4% | -79.3% | +41.5% |
| 3Y | +77.8% | +197.3% | -119.5% | +57.0% |
| 5Y | +82.9% | +87.0% | -4.1% | +66.7% |
| All | +192.5% | +524.1% | -331.6% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling