+425.7%
META vs JNJ
+208.6%
+217.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.6% |
| 7D | +5.7% | +4.3% | +1.4% | +4.6% |
| 30D | -10.8% | +7.9% | -18.7% | -12.6% |
| 3M | +8.4% | +9.4% | -1.0% | +5.6% |
| 6M | +5.4% | +28.8% | -23.4% | -2.5% |
| YTD | -2.6% | +38.5% | -41.1% | -12.2% |
| 1Y | +3.5% | +54.6% | -51.1% | -10.1% |
| 3Y | +102.0% | +108.4% | -6.4% | +52.7% |
| 5Y | +93.1% | +99.6% | -6.5% | +47.8% |
| 10Y | +425.7% | +207.8% | +217.9% | +245.0% |
| All | +425.7% | +208.6% | +217.1% | +245.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling