+202.0%
JNJ vs MOD
+1,604.6%
-1,402.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.5% | -1.2% |
| 7D | +2.7% | +9.6% | -6.9% | +2.6% |
| 30D | +7.4% | 0.0% | +7.3% | +7.3% |
| 3M | +21.2% | -35.4% | +56.6% | +21.8% |
| 6M | +13.4% | -7.3% | +20.7% | +13.1% |
| YTD | +35.1% | +45.8% | -10.7% | +33.6% |
| 1Y | +57.4% | +43.1% | +14.3% | +55.4% |
| 3Y | +86.8% | +297.7% | -210.9% | +74.4% |
| 5Y | +80.8% | +1,478.8% | -1,398.0% | +54.9% |
| All | +202.0% | +1,604.6% | -1,402.5% | +148.0% |
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