+906.2%
MU vs JNJ
+104.1%
+802.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.1% | +7.5% |
| 7D | -12.0% | +4.3% | -16.3% | -9.8% |
| 30D | -28.7% | +7.9% | -36.6% | -25.0% |
| 3M | -16.4% | +9.4% | -25.8% | -11.0% |
| 6M | -1.8% | +28.8% | -30.6% | +16.0% |
| YTD | +157.1% | +38.5% | +118.6% | +215.9% |
| 1Y | +208.5% | +54.6% | +153.9% | +300.5% |
| 3Y | +906.2% | +108.4% | +797.8% | +1,475.1% |
| All | +906.2% | +104.1% | +802.0% | +1,475.1% |
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 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