+192.5%
JNJ vs MKTX
+5.0%
+187.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +2.3% | +0.7% | +1.6% | +2.2% |
| 3M | +12.0% | +40.8% | -28.8% | +7.1% |
| 6M | +10.5% | -8.0% | +18.5% | +11.4% |
| YTD | +30.4% | -8.7% | +39.1% | +31.5% |
| 1Y | +52.1% | -11.8% | +64.0% | +53.9% |
| 3Y | +77.8% | -24.0% | +101.8% | +80.7% |
| 5Y | +82.9% | -60.3% | +143.2% | +101.1% |
| All | +192.5% | +5.0% | +187.5% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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