+1,743.1%
MRVL vs JNJ
+1,015.9%
+727.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.2% | +7.5% |
| 7D | +3.2% | +2.7% | +0.5% | +2.1% |
| 30D | +5.9% | +7.4% | -1.4% | +2.6% |
| 3M | -29.3% | +21.2% | -50.6% | -36.1% |
| 6M | +186.5% | +13.4% | +173.1% | +167.0% |
| YTD | +163.4% | +35.1% | +128.3% | +126.8% |
| 1Y | +249.5% | +57.4% | +192.1% | +180.1% |
| 3Y | +289.4% | +86.8% | +202.6% | +176.4% |
| 5Y | +270.2% | +80.8% | +189.4% | +163.8% |
| 10Y | +1,748.8% | +202.7% | +1,546.1% | +872.4% |
| All | +1,743.1% | +1,015.9% | +727.2% | +503.8% |
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