+51.2%
JNJ vs MO
+45.9%
+5.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.3% |
| 7D | +1.9% | +6.9% | -4.9% | -0.4% |
| 30D | +9.2% | +14.9% | -5.7% | +4.3% |
| 3M | +8.9% | +16.4% | -7.5% | +3.4% |
| 6M | +24.6% | +9.6% | +15.0% | +20.3% |
| YTD | +35.7% | +41.8% | -6.2% | +24.7% |
| 1Y | +51.2% | +45.3% | +5.9% | +38.5% |
| All | +51.2% | +45.9% | +5.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling