+2,550.6%
SOXX vs JNJ
+889.5%
+1,661.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.4% | -3.5% | +4.9% | +3.2% |
| 30D | -3.6% | +2.3% | -5.9% | -5.1% |
| 3M | -10.2% | +12.0% | -22.1% | -16.8% |
| 6M | +54.2% | +10.5% | +43.8% | +43.2% |
| YTD | +75.2% | +30.4% | +44.8% | +48.2% |
| 1Y | +107.5% | +52.1% | +55.4% | +60.3% |
| 3Y | +226.8% | +77.8% | +149.0% | +122.5% |
| 5Y | +251.2% | +82.9% | +168.3% | +129.6% |
| 10Y | +1,567.6% | +194.8% | +1,372.8% | +671.2% |
| All | +2,550.6% | +889.5% | +1,661.1% | +496.4% |
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