+83.4%
JNJ vs W
-63.9%
+147.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.2% |
| 7D | -4.3% | +0.5% | -4.8% | -4.3% |
| 30D | +3.0% | -5.6% | +8.6% | +3.1% |
| 3M | +12.2% | +41.9% | -29.7% | +11.7% |
| 6M | +10.5% | +30.2% | -19.8% | +10.0% |
| YTD | +30.8% | -2.9% | +33.7% | +30.6% |
| 1Y | +54.9% | +11.6% | +43.4% | +54.3% |
| 3Y | +80.7% | +37.0% | +43.7% | +78.3% |
| 5Y | +83.4% | -62.8% | +146.3% | +81.5% |
| All | +83.4% | -63.9% | +147.3% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling