+71.4%
MSFT vs JNJ
+80.3%
-8.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | -1.0% | +4.3% | -5.3% | -0.9% |
| 3M | +20.2% | +16.5% | +3.7% | +19.9% |
| 6M | +21.3% | +13.1% | +8.1% | +21.2% |
| YTD | +2.8% | +32.1% | -29.3% | +1.4% |
| 1Y | 0.0% | +54.5% | -54.5% | -3.0% |
| 3Y | +51.2% | +82.5% | -31.3% | +42.7% |
| 5Y | +71.4% | +80.0% | -8.6% | +70.4% |
| All | +71.4% | +80.3% | -8.9% | +70.4% |
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