-17.3%
META vs JNJ
+58.1%
-75.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.7% |
| 7D | +6.7% | +2.7% | +4.0% | +7.5% |
| 30D | +4.8% | +7.4% | -2.6% | +7.1% |
| 3M | -1.6% | +21.2% | -22.8% | +4.9% |
| 6M | -7.5% | +13.4% | -20.9% | -3.9% |
| YTD | -6.4% | +35.1% | -41.5% | +6.9% |
| 1Y | -17.3% | +57.4% | -74.8% | +2.8% |
| All | -17.3% | +58.1% | -75.5% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling