+481.0%
MSTR vs JNJ
+216.3%
+264.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -13.4% | +3.5% | -16.9% | -13.7% |
| 30D | -22.1% | +12.5% | -34.6% | -23.0% |
| 3M | +15.0% | +9.6% | +5.4% | +13.8% |
| 6M | -37.3% | +25.3% | -62.6% | -39.1% |
| YTD | -26.5% | +40.3% | -66.8% | -30.1% |
| 1Y | -46.5% | +49.6% | -96.1% | -49.7% |
| 3Y | +121.1% | +110.8% | +10.3% | +88.2% |
| 5Y | +37.5% | +99.1% | -61.6% | +19.2% |
| All | +481.0% | +216.3% | +264.7% | +332.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling