+618.5%
JNJ vs MSCI
+3,095.4%
-2,476.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | +1.1% | +2.8% | -1.7% | +0.6% |
| 30D | +6.9% | +15.4% | -8.5% | +4.4% |
| 3M | +8.0% | +13.4% | -5.4% | +5.8% |
| 6M | +24.3% | +10.9% | +13.4% | +21.8% |
| YTD | +35.6% | +13.0% | +22.6% | +32.1% |
| 1Y | +51.1% | +12.0% | +39.0% | +47.3% |
| 3Y | +98.3% | +34.1% | +64.2% | +85.1% |
| 5Y | +94.3% | +3.9% | +90.4% | +85.8% |
| 10Y | +214.9% | +802.0% | -587.1% | +102.7% |
| All | +618.5% | +3,095.4% | -2,476.8% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling