+447.1%
META vs JNJ
+213.8%
+233.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +3.1% | +4.1% | -1.1% | +2.1% |
| 30D | -18.2% | +14.0% | -32.3% | -21.0% |
| 3M | +7.8% | +9.2% | -1.4% | +5.1% |
| 6M | +3.6% | +27.8% | -24.2% | -3.8% |
| YTD | -5.3% | +39.2% | -44.5% | -14.6% |
| 1Y | +2.7% | +49.1% | -46.4% | -9.5% |
| 3Y | +91.5% | +109.7% | -18.2% | +44.7% |
| 5Y | +84.7% | +97.6% | -12.9% | +42.6% |
| All | +447.1% | +213.8% | +233.3% | +257.3% |
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