+195.7%
JNJ vs MSCI
+594.9%
-399.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.6% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | +4.3% | -1.7% | +6.1% | +4.6% |
| 3M | +16.5% | -8.2% | +24.7% | +17.8% |
| 6M | +13.1% | -2.4% | +15.6% | +13.1% |
| YTD | +32.1% | -2.8% | +35.0% | +31.8% |
| 1Y | +54.5% | -2.7% | +57.1% | +53.8% |
| 3Y | +82.5% | +7.3% | +75.2% | +76.1% |
| 5Y | +80.0% | -11.4% | +91.4% | +77.0% |
| 10Y | +195.7% | +605.8% | -410.2% | +80.9% |
| All | +195.7% | +594.9% | -399.3% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling