+1,046.2%
MSTR vs JNJ
+1,461.7%
-415.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -10.7% | +5.5% | -16.2% | -12.2% |
| 30D | -21.6% | +7.4% | -29.0% | -23.5% |
| 3M | +24.4% | +7.8% | +16.6% | +21.0% |
| 6M | -35.5% | +28.2% | -63.7% | -41.1% |
| YTD | -20.3% | +37.9% | -58.2% | -29.4% |
| 1Y | -49.3% | +52.4% | -101.7% | -56.7% |
| 3Y | +137.8% | +107.7% | +30.1% | +76.6% |
| 5Y | +48.3% | +96.5% | -48.2% | +11.9% |
| 10Y | +526.8% | +208.3% | +318.5% | +282.6% |
| All | +1,046.2% | +1,461.7% | -415.5% | +356.4% |
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