-49.5%
ORCL vs JNJ
+51.2%
-100.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.8% | +1.1% |
| 7D | -14.4% | +1.9% | -16.3% | -13.0% |
| 30D | -12.8% | +9.2% | -22.1% | -5.5% |
| 3M | -14.8% | +8.9% | -23.7% | -7.3% |
| 6M | -30.9% | +24.6% | -55.4% | -12.4% |
| YTD | -35.7% | +35.7% | -71.3% | -12.7% |
| 1Y | -49.5% | +51.2% | -100.7% | -30.8% |
| All | -49.5% | +51.2% | -100.7% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling