+642.9%
WDC vs JNJ
+216.3%
+426.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.2% |
| 7D | +12.1% | +3.5% | +8.6% | +11.1% |
| 30D | -18.8% | +12.5% | -31.3% | -21.3% |
| 3M | -39.3% | +9.6% | -48.9% | -41.0% |
| 6M | -40.1% | +25.3% | -65.5% | -45.1% |
| YTD | +71.8% | +40.3% | +31.5% | +50.7% |
| 1Y | +88.5% | +49.6% | +38.8% | +61.1% |
| 3Y | +770.0% | +110.8% | +659.2% | +521.9% |
| 5Y | +549.0% | +99.1% | +449.9% | +367.8% |
| All | +642.9% | +216.3% | +426.6% | +364.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling