-9.1%
T vs JNJ
+58.1%
-67.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -1.3% | +2.7% | -4.0% | -2.0% |
| 30D | +11.4% | +7.4% | +4.0% | +9.0% |
| 3M | +14.3% | +21.2% | -6.9% | +9.2% |
| 6M | -9.3% | +13.4% | -22.7% | -12.8% |
| YTD | +7.1% | +35.1% | -28.0% | +1.3% |
| 1Y | -9.1% | +57.4% | -66.5% | -16.6% |
| All | -9.1% | +58.1% | -67.2% | -16.6% |
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