+366.0%
WDC vs JNJ
+54.5%
+311.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.2% |
| 7D | -4.3% | -3.5% | -0.8% | -7.1% |
| 30D | -1.5% | +2.3% | -3.8% | +0.8% |
| 3M | -15.5% | +12.0% | -27.5% | -7.8% |
| 6M | +66.5% | +10.5% | +56.0% | +84.0% |
| YTD | +159.9% | +30.4% | +129.5% | +188.3% |
| 1Y | +366.0% | +52.1% | +313.8% | +465.4% |
| All | +366.0% | +54.5% | +311.4% | +465.4% |
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