+52.5%
SOXX vs JNJ
+51.2%
+1.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -7.0% | -0.7% |
| 7D | -13.7% | +1.9% | -15.7% | -12.5% |
| 30D | -23.6% | +9.2% | -32.8% | -18.3% |
| 3M | -16.9% | +8.9% | -25.8% | -11.0% |
| 6M | -2.4% | +24.6% | -27.0% | +9.9% |
| YTD | +49.8% | +35.7% | +14.2% | +74.2% |
| 1Y | +52.5% | +51.2% | +1.3% | +86.5% |
| All | +52.5% | +51.2% | +1.3% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling