+4,407.5%
MU vs JNJ
+216.3%
+4,191.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +12.8% | +3.5% | +9.3% | +12.0% |
| 30D | -14.9% | +12.5% | -27.4% | -17.1% |
| 3M | -18.0% | +9.6% | -27.6% | -19.9% |
| 6M | -3.1% | +25.3% | -28.5% | -9.8% |
| YTD | +172.9% | +40.3% | +132.6% | +143.9% |
| 1Y | +228.8% | +49.6% | +179.2% | +187.1% |
| 3Y | +950.8% | +110.8% | +840.1% | +672.5% |
| 5Y | +931.3% | +99.1% | +832.1% | +665.4% |
| All | +4,407.5% | +216.3% | +4,191.2% | +2,743.9% |
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