+113.1%
MSTR vs JNJ
+80.8%
+32.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.8% |
| 7D | +9.3% | -0.8% | +10.1% | +9.2% |
| 30D | +36.5% | +4.3% | +32.2% | +37.6% |
| 3M | +7.3% | +16.5% | -9.2% | +10.3% |
| 6M | +2.2% | +13.1% | -10.9% | +4.9% |
| YTD | -10.2% | +32.1% | -42.3% | -6.5% |
| 1Y | -58.6% | +54.5% | -113.1% | -56.6% |
| 3Y | +283.2% | +82.5% | +200.7% | +296.6% |
| All | +113.1% | +80.8% | +32.3% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling