+1,527.5%
META vs JNJ
+547.3%
+980.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +6.7% | +2.7% | +4.0% | +5.8% |
| 30D | +4.8% | +7.4% | -2.6% | +2.2% |
| 3M | -1.6% | +21.2% | -22.8% | -8.5% |
| 6M | -7.5% | +13.4% | -20.9% | -11.9% |
| YTD | -6.4% | +35.1% | -41.5% | -16.7% |
| 1Y | -17.3% | +57.4% | -74.8% | -30.9% |
| 3Y | +109.9% | +86.8% | +23.2% | +59.5% |
| 5Y | +65.4% | +80.8% | -15.4% | +26.6% |
| 10Y | +391.8% | +202.7% | +189.1% | +174.5% |
| All | +1,527.5% | +547.3% | +980.2% | +485.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling