+1,278.0%
AAPL vs JNJ
+196.0%
+1,082.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +3.8% | -3.5% | +7.4% | +5.5% |
| 30D | +9.9% | +2.3% | +7.6% | +8.8% |
| 3M | +12.5% | +12.0% | +0.5% | +6.4% |
| 6M | +27.6% | +10.5% | +17.2% | +21.3% |
| YTD | +22.6% | +30.4% | -7.8% | +7.4% |
| 1Y | +45.0% | +52.1% | -7.2% | +17.6% |
| 3Y | +87.8% | +77.8% | +10.0% | +38.3% |
| 5Y | +128.7% | +82.9% | +45.8% | +63.9% |
| All | +1,278.0% | +196.0% | +1,082.0% | +688.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling