+404.3%
META vs JNJ
+212.8%
+191.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | -15.4% | +6.9% | -22.3% | -17.0% |
| 3M | +3.5% | +8.0% | -4.5% | +1.1% |
| 6M | -0.3% | +24.3% | -24.6% | -6.8% |
| YTD | -7.3% | +35.6% | -42.9% | -16.0% |
| 1Y | -1.1% | +51.1% | -52.2% | -13.5% |
| 3Y | +95.1% | +98.3% | -3.2% | +50.4% |
| 5Y | +80.6% | +94.3% | -13.8% | +39.5% |
| All | +404.3% | +212.8% | +191.5% | +226.3% |
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