+1,341.2%
MU vs JNJ
+83.6%
+1,257.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -3.0% |
| 7D | +7.2% | -0.8% | +7.9% | +6.6% |
| 30D | +14.0% | +4.3% | +9.7% | +17.5% |
| 3M | +5.4% | +16.5% | -11.1% | +16.6% |
| 6M | +170.3% | +13.1% | +157.1% | +197.8% |
| YTD | +250.7% | +32.1% | +218.5% | +312.7% |
| 1Y | +662.1% | +54.5% | +607.6% | +863.6% |
| 3Y | +1,341.2% | +82.5% | +1,258.7% | +1,959.8% |
| All | +1,341.2% | +83.6% | +1,257.6% | +1,959.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling