+251.6%
ORCL vs JNJ
+208.6%
+43.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.0% | +2.6% |
| 7D | +0.5% | +4.3% | -3.8% | -0.6% |
| 30D | -15.3% | +7.9% | -23.2% | -17.1% |
| 3M | -18.2% | +9.4% | -27.6% | -20.4% |
| 6M | -38.4% | +28.8% | -67.3% | -43.7% |
| YTD | -37.7% | +38.5% | -76.2% | -45.0% |
| 1Y | -49.3% | +54.6% | -103.9% | -57.3% |
| 3Y | +10.6% | +108.4% | -97.8% | -21.3% |
| 5Y | +35.5% | +99.6% | -64.1% | -3.0% |
| 10Y | +251.6% | +207.8% | +43.8% | +101.4% |
| All | +251.6% | +208.6% | +43.0% | +101.4% |
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