+8,900.6%
WMT vs JNJ
+8,585.6%
+315.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -0.2% | -3.0% | +2.7% | +1.0% |
| 30D | -5.8% | +2.5% | -8.4% | -6.8% |
| 3M | -10.8% | +13.2% | -24.0% | -15.4% |
| 6M | -14.3% | +11.3% | -25.6% | -18.2% |
| YTD | -4.4% | +31.1% | -35.5% | -14.7% |
| 1Y | +4.3% | +54.3% | -50.0% | -13.1% |
| 3Y | +100.1% | +81.1% | +18.9% | +53.9% |
| 5Y | +130.8% | +82.7% | +48.1% | +75.7% |
| 10Y | +433.7% | +196.5% | +237.2% | +224.0% |
| All | +8,900.6% | +8,585.6% | +315.0% | +891.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling