+1,394.6%
WDC vs JNJ
+80.6%
+1,314.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.7% |
| 7D | +7.5% | -3.0% | +10.4% | +6.0% |
| 30D | +10.1% | +2.5% | +7.5% | +11.6% |
| 3M | -6.8% | +13.2% | -20.1% | -1.3% |
| 6M | +84.1% | +11.3% | +72.9% | +95.0% |
| YTD | +180.3% | +31.1% | +149.1% | +207.7% |
| 1Y | +411.1% | +54.3% | +356.8% | +488.5% |
| All | +1,394.6% | +80.6% | +1,314.0% | +1,759.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling