+192.5%
JNJ vs MO
+114.7%
+77.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.5% | +0.1% | -3.7% | -3.5% |
| 30D | +2.3% | +7.1% | -4.8% | 0.0% |
| 3M | +12.0% | -2.0% | +13.9% | +12.5% |
| 6M | +10.5% | +7.3% | +3.2% | +7.6% |
| YTD | +30.4% | +23.5% | +6.9% | +21.4% |
| 1Y | +52.1% | +11.0% | +41.1% | +46.2% |
| 3Y | +77.8% | +95.0% | -17.2% | +41.8% |
| 5Y | +82.9% | +100.6% | -17.7% | +42.5% |
| All | +192.5% | +114.7% | +77.8% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling