+64.2%
T vs JNJ
+79.4%
-15.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -3.1% | -3.0% | -0.1% | -2.0% |
| 30D | +4.6% | +2.5% | +2.1% | +3.6% |
| 3M | +12.2% | +13.2% | -1.0% | +7.2% |
| 6M | -6.5% | +11.3% | -17.7% | -10.2% |
| YTD | +4.9% | +31.1% | -26.2% | -5.3% |
| 1Y | -10.5% | +54.3% | -64.8% | -24.2% |
| 3Y | +104.6% | +81.1% | +23.4% | +61.2% |
| 5Y | +64.2% | +82.7% | -18.5% | +29.2% |
| All | +64.2% | +79.4% | -15.2% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling