+8,422.4%
JNJ vs MO
+15,083.2%
-6,660.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -3.0% | -2.4% | -0.6% | -2.3% |
| 30D | +2.5% | +3.6% | -1.1% | +1.6% |
| 3M | +13.2% | -3.7% | +17.0% | +14.2% |
| 6M | +11.3% | +4.5% | +6.8% | +9.7% |
| YTD | +31.1% | +21.5% | +9.6% | +24.3% |
| 1Y | +54.3% | +9.5% | +44.8% | +49.9% |
| 3Y | +81.1% | +93.6% | -12.4% | +51.6% |
| 5Y | +82.7% | +97.5% | -14.8% | +50.7% |
| 10Y | +196.5% | +111.2% | +85.3% | +133.9% |
| All | +8,422.4% | +15,083.2% | -6,660.8% | +1,676.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling