+47.9%
JNJ vs MOD
-33.2%
+81.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | 0.0% |
| 7D | +1.5% | +8.2% | -6.7% | +1.8% |
| 30D | +6.3% | -38.2% | +44.5% | +4.2% |
| 3M | +8.5% | -46.2% | +54.7% | +5.9% |
| 6M | +28.0% | -62.5% | +90.5% | +24.2% |
| YTD | +37.7% | -20.1% | +57.8% | +32.5% |
| 1Y | +47.9% | -29.7% | +77.6% | +42.5% |
| All | +47.9% | -33.2% | +81.1% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling