+87.3%
JNJ vs MS
+184.2%
-96.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.7% |
| 30D | +7.4% | -0.3% | +7.6% | +7.4% |
| 3M | +21.2% | +0.3% | +20.9% | +21.2% |
| 6M | +13.4% | +31.3% | -17.9% | +12.2% |
| YTD | +35.1% | +24.7% | +10.5% | +33.8% |
| 1Y | +57.4% | +47.9% | +9.5% | +54.2% |
| All | +87.3% | +184.2% | -96.9% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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