+57.4%
JNJ vs W
+25.7%
+31.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.1% |
| 7D | +2.7% | -4.2% | +6.9% | +2.6% |
| 30D | +7.4% | -7.6% | +14.9% | +7.2% |
| 3M | +21.2% | +37.2% | -15.9% | +22.3% |
| 6M | +13.4% | +26.3% | -12.9% | +14.2% |
| YTD | +35.1% | -1.0% | +36.1% | +35.4% |
| 1Y | +57.4% | +20.1% | +37.4% | +58.8% |
| All | +57.4% | +25.7% | +31.8% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling