+856.4%
JNJ vs MOH
+1,358.8%
-502.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -3.5% | +1.7% | -5.2% | -3.7% |
| 30D | +2.3% | -0.9% | +3.2% | +2.4% |
| 3M | +12.0% | +5.7% | +6.3% | +11.1% |
| 6M | +10.5% | +39.1% | -28.7% | +6.0% |
| YTD | +30.4% | +17.7% | +12.7% | +26.5% |
| 1Y | +52.1% | +8.4% | +43.8% | +48.3% |
| 3Y | +77.8% | -36.6% | +114.4% | +80.6% |
| 5Y | +82.9% | -19.1% | +102.0% | +79.2% |
| 10Y | +194.8% | +262.8% | -68.0% | +139.6% |
| All | +856.4% | +1,358.8% | -502.4% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling