-41.6%
ORCL vs JNJ
+50.5%
-92.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -0.8% |
| 7D | +8.0% | +3.5% | +4.5% | +10.7% |
| 30D | -4.0% | +12.5% | -16.5% | +5.7% |
| 3M | -19.5% | +9.6% | -29.0% | -12.6% |
| 6M | -33.5% | +25.3% | -58.8% | -15.5% |
| YTD | -34.8% | +40.3% | -75.1% | -8.7% |
| 1Y | -41.6% | +49.6% | -91.3% | -12.9% |
| All | -41.6% | +50.5% | -92.1% | -12.9% |
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