-56.4%
MSTR vs JNJ
+58.1%
-114.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -2.1% |
| 7D | +12.2% | +2.7% | +9.5% | +14.2% |
| 30D | +45.2% | +7.4% | +37.8% | +52.0% |
| 3M | +10.4% | +21.2% | -10.8% | +27.4% |
| 6M | -2.5% | +13.4% | -15.9% | +7.8% |
| YTD | -6.0% | +35.1% | -41.2% | +16.3% |
| 1Y | -56.4% | +57.4% | -113.8% | -37.9% |
| All | -56.4% | +58.1% | -114.5% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling