-8.4%
T vs JNJ
+54.5%
-62.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.4% | -4.3% | +1.9% | -1.1% |
| 30D | +4.3% | +3.0% | +1.3% | +3.4% |
| 3M | +11.6% | +12.2% | -0.7% | +8.2% |
| 6M | -5.6% | +10.5% | -16.0% | -8.5% |
| YTD | +6.6% | +30.8% | -24.2% | +1.7% |
| 1Y | -8.4% | +54.9% | -63.3% | -17.4% |
| All | -8.4% | +54.5% | -62.9% | -17.4% |
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 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