-43.0%
APP vs JNJ
+55.2%
-98.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -4.2% |
| 7D | +0.1% | -0.8% | +0.8% | -0.4% |
| 30D | -10.0% | +4.3% | -14.4% | -6.9% |
| 3M | -44.6% | +16.5% | -61.1% | -36.0% |
| 6M | -37.9% | +13.1% | -51.0% | -29.6% |
| YTD | -53.7% | +32.1% | -85.8% | -43.0% |
| 1Y | -43.0% | +54.5% | -97.4% | -30.7% |
| All | -43.0% | +55.2% | -98.1% | -30.7% |
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 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