+133,470.8%
MSFT vs JNJ
+8,850.6%
+124,620.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -2.7% | +2.7% | -5.4% | -3.8% |
| 30D | +2.7% | +7.4% | -4.7% | -0.6% |
| 3M | +17.0% | +21.2% | -4.3% | +6.6% |
| 6M | +23.8% | +13.4% | +10.4% | +15.7% |
| YTD | +4.0% | +35.1% | -31.2% | -10.5% |
| 1Y | -0.8% | +57.4% | -58.3% | -20.6% |
| 3Y | +55.6% | +86.8% | -31.2% | +12.3% |
| 5Y | +72.9% | +80.8% | -7.9% | +25.4% |
| 10Y | +875.8% | +202.7% | +673.1% | +451.4% |
| All | +133,470.8% | +8,850.6% | +124,620.2% | +14,562.7% |
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