+736.9%
JNJ vs MKTX
+1,443.5%
-706.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.3% | -0.2% | -4.2% | -4.3% |
| 30D | +3.0% | +0.8% | +2.2% | +2.9% |
| 3M | +12.2% | +41.1% | -28.9% | +7.6% |
| 6M | +10.5% | -9.5% | +20.0% | +11.0% |
| YTD | +30.8% | -8.7% | +39.5% | +31.2% |
| 1Y | +54.9% | -10.0% | +64.9% | +55.5% |
| 3Y | +80.7% | -24.6% | +105.3% | +82.8% |
| 5Y | +83.4% | -60.3% | +143.7% | +96.4% |
| 10Y | +195.7% | +5.0% | +190.6% | +179.2% |
| All | +736.9% | +1,443.5% | -706.6% | +447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling