+24,538.0%
ORCL vs JNJ
+8,882.8%
+15,655.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -11.2% | +1.1% | -12.3% | -11.6% |
| 30D | -18.8% | +6.9% | -25.7% | -21.3% |
| 3M | -18.8% | +8.0% | -26.8% | -21.8% |
| 6M | -39.7% | +24.3% | -64.0% | -45.9% |
| YTD | -39.6% | +35.6% | -75.3% | -48.2% |
| 1Y | -51.7% | +51.1% | -102.8% | -60.6% |
| 3Y | +10.2% | +98.3% | -88.1% | -22.6% |
| 5Y | +30.8% | +94.3% | -63.5% | -8.3% |
| 10Y | +252.1% | +214.9% | +37.1% | +95.8% |
| All | +24,538.0% | +8,882.8% | +15,655.2% | +2,433.7% |
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