+363.4%
ORCL vs JNJ
+195.9%
+167.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.0% |
| 7D | +15.0% | -0.8% | +15.8% | +15.2% |
| 30D | +10.5% | +4.3% | +6.2% | +9.1% |
| 3M | -23.0% | +16.5% | -39.5% | -27.1% |
| 6M | +7.0% | +13.1% | -6.2% | +2.0% |
| YTD | -15.8% | +32.1% | -47.9% | -24.6% |
| 1Y | -31.1% | +54.5% | -85.6% | -42.5% |
| 3Y | +33.3% | +82.5% | -49.2% | +0.7% |
| 5Y | +94.3% | +80.0% | +14.3% | +46.0% |
| 10Y | +363.4% | +195.7% | +167.7% | +166.1% |
| All | +363.4% | +195.9% | +167.5% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling