+6,169.9%
MU vs JNJ
+194.5%
+5,975.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +2.9% |
| 7D | +7.5% | -3.0% | +10.5% | +8.2% |
| 30D | +19.4% | +2.5% | +16.9% | +18.5% |
| 3M | +9.8% | +13.2% | -3.4% | +5.2% |
| 6M | +164.1% | +11.3% | +152.9% | +153.7% |
| YTD | +260.3% | +31.1% | +229.2% | +226.8% |
| 1Y | +661.2% | +54.3% | +606.9% | +549.8% |
| 3Y | +1,380.8% | +81.1% | +1,299.7% | +1,055.0% |
| 5Y | +1,346.4% | +82.7% | +1,263.7% | +1,001.0% |
| 10Y | +6,169.9% | +196.5% | +5,973.4% | +3,729.1% |
| All | +6,169.9% | +194.5% | +5,975.4% | +3,729.1% |
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