+152.5%
JPM vs JNJ
+81.9%
+70.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -0.7% | -3.5% | +2.8% | +0.2% |
| 30D | -2.5% | +2.3% | -4.8% | -3.0% |
| 3M | +14.1% | +12.0% | +2.2% | +10.5% |
| 6M | +25.1% | +10.5% | +14.6% | +21.5% |
| YTD | +12.1% | +30.4% | -18.3% | +3.6% |
| 1Y | +18.8% | +52.1% | -33.3% | +4.6% |
| 3Y | +163.4% | +77.8% | +85.6% | +117.9% |
| All | +152.5% | +81.9% | +70.7% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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