+96.8%
META vs JNJ
+111.3%
-14.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +3.2% |
| 7D | +5.2% | +3.5% | +1.7% | +6.3% |
| 30D | -13.0% | +12.5% | -25.5% | -9.3% |
| 3M | +7.9% | +9.6% | -1.6% | +11.9% |
| 6M | +4.2% | +25.3% | -21.1% | +13.4% |
| YTD | -2.5% | +40.3% | -42.8% | +10.9% |
| 1Y | +5.6% | +49.6% | -44.1% | +23.0% |
| 3Y | +96.8% | +110.8% | -14.0% | +164.2% |
| All | +96.8% | +111.3% | -14.5% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling