+67.7%
V vs JNJ
+79.4%
-11.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | -2.9% | -3.0% | 0.0% | -2.0% |
| 30D | +1.9% | +2.5% | -0.6% | +1.1% |
| 3M | +13.2% | +13.2% | 0.0% | +8.9% |
| 6M | +16.7% | +11.3% | +5.5% | +12.8% |
| YTD | +5.4% | +31.1% | -25.7% | -3.5% |
| 1Y | +7.7% | +54.3% | -46.7% | -6.8% |
| 3Y | +52.0% | +81.1% | -29.2% | +24.0% |
| 5Y | +67.7% | +82.7% | -15.0% | +41.6% |
| All | +67.7% | +79.4% | -11.7% | +41.6% |
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 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