+615.9%
JNJ vs MSCI
+2,756.4%
-2,140.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +7.4% | +0.6% | +6.8% | +7.3% |
| 3M | +21.2% | -7.1% | +28.3% | +22.3% |
| 6M | +13.4% | +0.8% | +12.6% | +12.8% |
| YTD | +35.1% | +1.0% | +34.1% | +34.0% |
| 1Y | +57.4% | +4.3% | +53.1% | +55.0% |
| 3Y | +86.8% | +9.9% | +76.8% | +80.1% |
| 5Y | +80.8% | -6.8% | +87.6% | +75.7% |
| 10Y | +202.7% | +614.7% | -411.9% | +102.2% |
| All | +615.9% | +2,756.4% | -2,140.4% | +266.8% |
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