+84.7%
META vs JNJ
+94.7%
-10.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | +3.1% | +4.1% | -1.1% | +3.3% |
| 30D | -18.2% | +14.0% | -32.3% | -17.5% |
| 3M | +7.8% | +9.2% | -1.4% | +8.6% |
| 6M | +3.6% | +27.8% | -24.2% | +4.7% |
| YTD | -5.3% | +39.2% | -44.5% | -4.3% |
| 1Y | +2.7% | +49.1% | -46.4% | +3.6% |
| 3Y | +91.5% | +109.7% | -18.2% | +82.2% |
| 5Y | +84.7% | +97.6% | -12.9% | +83.1% |
| All | +84.7% | +94.7% | -10.0% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling