+109.1%
JNJ vs MOD
+135.8%
-26.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +4.1% | +16.1% | -12.0% | +5.0% |
| 30D | +14.0% | -38.5% | +52.6% | +11.2% |
| 3M | +9.2% | -46.8% | +56.0% | +5.9% |
| 6M | +27.8% | -61.6% | +89.4% | +22.3% |
| YTD | +39.2% | -20.5% | +59.7% | +38.9% |
| 1Y | +49.1% | -28.0% | +77.2% | +48.3% |
| All | +109.1% | +135.8% | -26.6% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling