+6,086.5%
JNJ vs MS
+5,088.7%
+997.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +6.9% | -3.8% | +10.7% | +7.4% |
| 3M | +8.0% | -14.6% | +22.6% | +10.4% |
| 6M | +24.3% | -5.1% | +29.4% | +24.8% |
| YTD | +35.6% | +4.5% | +31.1% | +33.8% |
| 1Y | +51.1% | +13.5% | +37.5% | +47.2% |
| 3Y | +98.3% | +160.4% | -62.1% | +68.9% |
| 5Y | +94.3% | +112.9% | -18.5% | +68.7% |
| 10Y | +214.9% | +633.4% | -418.5% | +122.3% |
| All | +6,086.5% | +5,088.7% | +997.7% | +2,134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling