+1,120.6%
MSTR vs JNJ
+1,436.3%
-315.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -15.9% | +6.9% | -22.8% | -17.8% |
| 3M | +33.1% | +8.0% | +25.1% | +29.4% |
| 6M | -31.0% | +24.3% | -55.3% | -36.4% |
| YTD | -15.1% | +35.6% | -50.8% | -24.4% |
| 1Y | -45.6% | +51.1% | -96.7% | -53.5% |
| 3Y | +180.5% | +98.3% | +82.2% | +111.9% |
| 5Y | +61.7% | +94.3% | -32.7% | +22.3% |
| 10Y | +578.0% | +214.9% | +363.1% | +309.5% |
| All | +1,120.6% | +1,436.3% | -315.7% | +388.6% |
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