+417.4%
WDC vs JNJ
+58.1%
+359.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +4.9% |
| 7D | +1.7% | +2.7% | -0.9% | +4.0% |
| 30D | -10.0% | +7.4% | -17.3% | -4.2% |
| 3M | -18.8% | +21.2% | -40.0% | -8.5% |
| 6M | +79.0% | +13.4% | +65.6% | +103.9% |
| YTD | +171.6% | +35.1% | +136.4% | +209.8% |
| 1Y | +417.4% | +57.4% | +359.9% | +536.9% |
| All | +417.4% | +58.1% | +359.3% | +536.9% |
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