+33,471.1%
ORCL vs JNJ
+8,850.6%
+24,620.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.5% |
| 7D | +5.3% | +2.7% | +2.6% | +4.1% |
| 30D | +10.0% | +7.4% | +2.6% | +6.7% |
| 3M | -32.6% | +21.2% | -53.8% | -38.5% |
| 6M | +4.9% | +13.4% | -8.5% | -2.0% |
| YTD | -17.8% | +35.1% | -52.9% | -29.0% |
| 1Y | -28.0% | +57.4% | -85.4% | -42.3% |
| 3Y | +36.0% | +86.8% | -50.7% | -1.5% |
| 5Y | +88.7% | +80.8% | +7.9% | +37.5% |
| 10Y | +346.9% | +202.7% | +144.2% | +154.1% |
| All | +33,471.1% | +8,850.6% | +24,620.5% | +3,373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling