+1,055.3%
JNJ vs MKSI
+2,175.0%
-1,119.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -4.3% | +4.9% | -9.2% | -4.6% |
| 30D | +3.0% | -11.0% | +14.0% | +3.7% |
| 3M | +12.2% | -17.1% | +29.3% | +12.7% |
| 6M | +10.5% | +16.4% | -6.0% | +8.2% |
| YTD | +30.8% | +64.3% | -33.5% | +24.9% |
| 1Y | +54.9% | +137.7% | -82.8% | +43.9% |
| 3Y | +80.7% | +189.1% | -108.5% | +61.5% |
| 5Y | +83.4% | +83.1% | +0.3% | +67.1% |
| 10Y | +195.7% | +509.4% | -313.7% | +139.5% |
| All | +1,055.3% | +2,175.0% | -1,119.7% | +679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling