+7.0%
WMT vs JNJ
+58.1%
-51.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.6% |
| 7D | +3.9% | +2.7% | +1.2% | +2.7% |
| 30D | -4.4% | +7.4% | -11.8% | -7.1% |
| 3M | -8.8% | +21.2% | -30.0% | -16.0% |
| 6M | -15.6% | +13.4% | -29.0% | -20.0% |
| YTD | -3.2% | +35.1% | -38.4% | -11.6% |
| 1Y | +7.0% | +57.4% | -50.4% | -4.3% |
| All | +7.0% | +58.1% | -51.1% | -4.3% |
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 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