+113.2%
WDC vs JNJ
+51.2%
+62.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.6% | -4.0% |
| 7D | -18.3% | +1.9% | -20.3% | -16.9% |
| 30D | -26.7% | +9.2% | -35.9% | -21.0% |
| 3M | -40.9% | +8.9% | -49.9% | -36.2% |
| 6M | -26.8% | +24.6% | -51.3% | -18.3% |
| YTD | +88.2% | +35.7% | +52.5% | +105.4% |
| 1Y | +113.2% | +51.2% | +62.0% | +112.3% |
| All | +113.2% | +51.2% | +62.0% | +112.3% |
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