+91.4%
ORCL vs JNJ
+81.5%
+9.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +2.9% |
| 7D | +5.3% | +2.7% | +2.6% | +5.8% |
| 30D | +10.0% | +7.4% | +2.6% | +11.4% |
| 3M | -32.6% | +21.2% | -53.8% | -30.5% |
| 6M | +4.9% | +13.4% | -8.5% | +8.0% |
| YTD | -17.8% | +35.1% | -52.9% | -15.0% |
| 1Y | -28.0% | +57.4% | -85.4% | -26.0% |
| 3Y | +36.0% | +86.8% | -50.7% | +37.2% |
| All | +91.4% | +81.5% | +9.9% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling