+719.8%
MU vs JNJ
+58.1%
+661.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +4.9% |
| 7D | +9.0% | +2.7% | +6.3% | +12.2% |
| 30D | +13.8% | +7.4% | +6.4% | +23.1% |
| 3M | +2.1% | +21.2% | -19.1% | +24.0% |
| 6M | +153.8% | +13.4% | +140.4% | +206.3% |
| YTD | +256.4% | +35.1% | +221.3% | +367.6% |
| 1Y | +719.8% | +57.4% | +662.3% | +1,091.4% |
| All | +719.8% | +58.1% | +661.7% | +1,091.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling