-32.3%
ORCL vs JNJ
+53.4%
-85.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -1.3% |
| 7D | +10.9% | -3.0% | +13.8% | +7.6% |
| 30D | +7.0% | +2.5% | +4.5% | +10.1% |
| 3M | -21.2% | +13.2% | -34.4% | -7.9% |
| 6M | +7.4% | +11.3% | -3.9% | +25.1% |
| YTD | -16.3% | +31.1% | -47.4% | +18.9% |
| 1Y | -32.3% | +54.3% | -86.6% | +41.6% |
| All | -32.3% | +53.4% | -85.7% | +41.6% |
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