+506.6%
APP vs JNJ
+103.3%
+403.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.7% |
| 7D | +61.1% | +5.5% | +55.6% | +63.9% |
| 30D | +42.8% | +7.4% | +35.4% | +46.4% |
| 3M | +16.7% | +7.8% | +8.9% | +19.9% |
| 6M | -15.6% | +28.2% | -43.8% | -7.0% |
| YTD | -41.3% | +37.9% | -79.2% | -34.0% |
| 1Y | -39.3% | +52.4% | -91.7% | -29.8% |
| 3Y | +803.2% | +107.7% | +695.5% | +991.9% |
| 5Y | +313.2% | +96.5% | +216.6% | +422.7% |
| All | +506.6% | +103.3% | +403.3% | +682.7% |
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 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