+77.8%
JNJ vs MKSI
+190.8%
-113.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.2% |
| 7D | -3.5% | +2.7% | -6.2% | -3.4% |
| 30D | +2.3% | -12.8% | +15.1% | +1.7% |
| 3M | +12.0% | -22.5% | +34.5% | +11.0% |
| 6M | +10.5% | +19.4% | -8.9% | +11.0% |
| YTD | +30.4% | +67.7% | -37.3% | +32.7% |
| 1Y | +52.1% | +131.4% | -79.3% | +57.0% |
| 3Y | +77.8% | +197.3% | -119.5% | +74.5% |
| All | +77.8% | +190.8% | -113.0% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling