+83.7%
JNJ vs MS
+145.3%
-61.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | +7.4% | -0.3% | +7.6% | +7.4% |
| 3M | +21.2% | +0.3% | +20.9% | +21.1% |
| 6M | +13.4% | +31.3% | -17.9% | +11.0% |
| YTD | +35.1% | +24.7% | +10.5% | +32.5% |
| 1Y | +57.4% | +47.9% | +9.5% | +51.9% |
| 3Y | +86.8% | +178.3% | -91.6% | +65.3% |
| All | +83.7% | +145.3% | -61.6% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling