+1,319.3%
MU vs JNJ
+80.3%
+1,239.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -2.3% |
| 7D | +7.2% | -0.8% | +7.9% | +6.9% |
| 30D | +14.0% | +4.3% | +9.7% | +15.6% |
| 3M | +5.4% | +16.5% | -11.1% | +10.0% |
| 6M | +170.3% | +13.1% | +157.1% | +182.1% |
| YTD | +250.7% | +32.1% | +218.5% | +272.8% |
| 1Y | +662.1% | +54.5% | +607.6% | +725.4% |
| 3Y | +1,341.2% | +82.5% | +1,258.7% | +1,492.0% |
| 5Y | +1,319.3% | +80.0% | +1,239.3% | +1,412.0% |
| All | +1,319.3% | +80.3% | +1,239.0% | +1,412.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling