+25,321.1%
ORCL vs JNJ
+9,074.4%
+16,246.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.0% | +2.3% |
| 7D | +0.5% | +4.3% | -3.8% | -1.3% |
| 30D | -15.3% | +7.9% | -23.2% | -18.2% |
| 3M | -18.2% | +9.4% | -27.6% | -21.6% |
| 6M | -38.4% | +28.8% | -67.3% | -45.6% |
| YTD | -37.7% | +38.5% | -76.2% | -47.0% |
| 1Y | -49.3% | +54.6% | -103.9% | -59.0% |
| 3Y | +10.6% | +108.4% | -97.8% | -24.0% |
| 5Y | +35.5% | +99.6% | -64.1% | -6.0% |
| 10Y | +251.6% | +207.8% | +43.8% | +97.8% |
| All | +25,321.1% | +9,074.4% | +16,246.7% | +2,492.3% |
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