+98.3%
JNJ vs MS
+157.8%
-59.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.4% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | +6.9% | -3.8% | +10.7% | +7.0% |
| 3M | +8.0% | -14.6% | +22.6% | +8.2% |
| 6M | +24.3% | -5.1% | +29.4% | +24.1% |
| YTD | +35.6% | +4.5% | +31.1% | +35.1% |
| 1Y | +51.1% | +13.5% | +37.5% | +49.9% |
| 3Y | +98.3% | +160.4% | -62.1% | +78.7% |
| All | +98.3% | +157.8% | -59.5% | +78.7% |
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