+878.4%
MSFT vs JNJ
+196.0%
+682.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -0.8% | -3.5% | +2.7% | +0.5% |
| 30D | +0.8% | +2.3% | -1.5% | -0.1% |
| 3M | +27.2% | +12.0% | +15.2% | +20.8% |
| 6M | +22.9% | +10.5% | +12.4% | +17.0% |
| YTD | +3.1% | +30.4% | -27.3% | -9.1% |
| 1Y | -0.3% | +52.1% | -52.4% | -18.4% |
| 3Y | +50.1% | +77.8% | -27.7% | +11.0% |
| 5Y | +74.6% | +82.9% | -8.3% | +24.8% |
| All | +878.4% | +196.0% | +682.4% | +446.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling