+82.5%
JNJ vs W
+44.2%
+38.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.2% |
| 7D | -0.8% | +6.5% | -7.3% | -0.8% |
| 30D | +4.3% | -6.2% | +10.5% | +4.3% |
| 3M | +16.5% | +48.9% | -32.4% | +16.4% |
| 6M | +13.1% | +31.2% | -18.0% | +13.1% |
| YTD | +32.1% | -0.4% | +32.6% | +32.2% |
| 1Y | +54.5% | +14.8% | +39.7% | +54.4% |
| 3Y | +82.5% | +40.5% | +42.0% | +78.5% |
| All | +82.5% | +44.2% | +38.4% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling