+8,487.5%
JNJ vs WY
+676.8%
+7,810.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | +4.3% | -10.5% | +14.8% | +6.4% |
| 3M | +16.5% | -4.9% | +21.4% | +17.4% |
| 6M | +13.1% | -4.9% | +18.1% | +13.9% |
| YTD | +32.1% | -1.7% | +33.8% | +31.9% |
| 1Y | +54.5% | -9.4% | +63.9% | +56.4% |
| 3Y | +82.5% | -22.3% | +104.8% | +88.5% |
| 5Y | +80.0% | -20.5% | +100.5% | +82.7% |
| 10Y | +195.7% | +4.9% | +190.7% | +170.4% |
| All | +8,487.5% | +676.8% | +7,810.7% | +4,419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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