+5.3%
WMT vs JNJ
+54.5%
-49.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | 0.0% | -3.5% | +3.5% | +1.6% |
| 30D | -7.4% | +2.3% | -9.7% | -8.0% |
| 3M | -10.9% | +12.0% | -22.8% | -14.8% |
| 6M | -12.7% | +10.5% | -23.1% | -16.1% |
| YTD | -3.2% | +30.4% | -33.6% | -9.5% |
| 1Y | +5.3% | +52.1% | -46.9% | -1.3% |
| All | +5.3% | +54.5% | -49.3% | -1.3% |
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