+1,188.5%
WDC vs JNJ
+196.0%
+992.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.3% | -3.5% | -0.8% | -3.4% |
| 30D | -1.5% | +2.3% | -3.8% | -2.4% |
| 3M | -15.5% | +12.0% | -27.5% | -19.6% |
| 6M | +66.5% | +10.5% | +56.0% | +58.7% |
| YTD | +159.9% | +30.4% | +129.5% | +132.3% |
| 1Y | +366.0% | +52.1% | +313.8% | +291.3% |
| 3Y | +1,285.8% | +77.8% | +1,208.0% | +964.0% |
| 5Y | +925.6% | +82.9% | +842.7% | +657.7% |
| All | +1,188.5% | +196.0% | +992.5% | +676.1% |
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