+61.8%
MSFT vs JNJ
+94.7%
-32.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.4% |
| 7D | -2.4% | +4.1% | -6.5% | -2.4% |
| 30D | -3.8% | +14.0% | -17.8% | -3.6% |
| 3M | +6.4% | +9.2% | -2.8% | +6.6% |
| 6M | +28.8% | +27.8% | +1.0% | +28.4% |
| YTD | +8.8% | +39.2% | -30.4% | +7.5% |
| 1Y | +3.2% | +49.1% | -46.0% | +1.3% |
| 3Y | +44.8% | +109.7% | -64.9% | +33.0% |
| 5Y | +61.8% | +97.6% | -35.7% | +56.9% |
| All | +61.8% | +94.7% | -32.9% | +56.9% |
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