+31.5%
ORCL vs JNJ
+88.3%
-56.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +2.5% |
| 7D | +5.3% | +2.7% | +2.6% | +6.7% |
| 30D | +10.0% | +7.4% | +2.6% | +14.1% |
| 3M | -32.6% | +21.2% | -53.8% | -25.2% |
| 6M | +4.9% | +13.4% | -8.5% | +14.0% |
| YTD | -17.8% | +35.1% | -52.9% | -4.9% |
| 1Y | -28.0% | +57.4% | -85.4% | -12.6% |
| All | +31.5% | +88.3% | -56.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling