+106,206.6%
MU vs JNJ
+8,850.6%
+97,356.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.6% |
| 7D | +9.0% | +2.7% | +6.3% | +7.7% |
| 30D | +13.8% | +7.4% | +6.4% | +10.2% |
| 3M | +2.1% | +21.2% | -19.1% | -7.3% |
| 6M | +153.8% | +13.4% | +140.4% | +136.1% |
| YTD | +256.4% | +35.1% | +221.3% | +207.1% |
| 1Y | +719.8% | +57.4% | +662.3% | +558.8% |
| 3Y | +1,360.4% | +86.8% | +1,273.6% | +954.5% |
| 5Y | +1,312.4% | +80.8% | +1,231.6% | +921.8% |
| 10Y | +6,142.6% | +202.7% | +5,939.8% | +3,419.7% |
| All | +106,206.6% | +8,850.6% | +97,356.0% | +9,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling