+207.8%
JNJ vs MOD
+1,005.7%
-798.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.9% | -7.7% | +2.1% |
| 7D | +4.3% | -13.9% | +18.2% | +4.3% |
| 30D | +7.9% | -41.5% | +49.4% | +8.3% |
| 3M | +9.4% | -45.7% | +55.1% | +9.8% |
| 6M | +28.8% | -61.1% | +89.9% | +29.7% |
| YTD | +38.5% | -20.5% | +59.0% | +37.6% |
| 1Y | +54.6% | -32.1% | +86.7% | +53.9% |
| 3Y | +108.4% | +146.5% | -38.1% | +95.0% |
| 5Y | +99.6% | +812.7% | -713.1% | +72.2% |
| 10Y | +207.8% | +966.8% | -759.1% | +154.6% |
| All | +207.8% | +1,005.7% | -798.0% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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