+139,934.1%
MSFT vs JNJ
+9,192.8%
+130,741.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -1.3% | +3.5% | -4.7% | -2.7% |
| 30D | -1.8% | +12.5% | -14.4% | -6.8% |
| 3M | +5.6% | +9.6% | -3.9% | +1.1% |
| 6M | +29.8% | +25.3% | +4.5% | +16.1% |
| YTD | +9.0% | +40.3% | -31.3% | -7.9% |
| 1Y | +4.9% | +49.6% | -44.7% | -14.1% |
| 3Y | +46.2% | +110.8% | -64.6% | -0.5% |
| 5Y | +62.1% | +99.1% | -37.0% | +12.2% |
| 10Y | +899.6% | +216.6% | +683.1% | +452.8% |
| All | +139,934.1% | +9,192.8% | +130,741.4% | +14,982.9% |
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 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