+51.2%
JNJ vs MOH
+53.5%
-2.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.9% | -5.1% | +3.3% |
| 7D | +1.9% | +14.3% | -12.3% | +1.2% |
| 30D | +9.2% | +16.7% | -7.4% | +8.4% |
| 3M | +8.9% | +18.3% | -9.4% | +8.0% |
| 6M | +24.6% | +15.8% | +8.8% | +23.5% |
| YTD | +35.7% | +30.5% | +5.2% | +33.3% |
| 1Y | +51.2% | +49.3% | +1.9% | +48.1% |
| All | +51.2% | +53.5% | -2.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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