+62.8%
META vs JNJ
+81.5%
-18.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +6.7% | +2.7% | +4.0% | +6.8% |
| 30D | +4.8% | +7.4% | -2.6% | +5.0% |
| 3M | -1.6% | +21.2% | -22.8% | -1.2% |
| 6M | -7.5% | +13.4% | -20.9% | -7.0% |
| YTD | -6.4% | +35.1% | -41.5% | -6.0% |
| 1Y | -17.3% | +57.4% | -74.8% | -17.4% |
| 3Y | +109.9% | +86.8% | +23.2% | +105.4% |
| All | +62.8% | +81.5% | -18.7% | +63.0% |
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 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