+645.5%
MSTR vs JNJ
+196.9%
+448.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -11.2% | -4.3% | -6.9% | -10.8% |
| 30D | +33.8% | +3.0% | +30.8% | +33.3% |
| 3M | +11.5% | +12.2% | -0.8% | +9.7% |
| 6M | -7.2% | +10.5% | -17.6% | -8.4% |
| YTD | -15.4% | +30.8% | -46.2% | -18.9% |
| 1Y | -60.6% | +54.9% | -115.5% | -63.5% |
| 3Y | +260.8% | +80.7% | +180.2% | +217.8% |
| 5Y | +108.8% | +83.4% | +25.4% | +82.9% |
| All | +645.5% | +196.9% | +448.6% | +461.5% |
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