-16.6%
APP vs JNJ
+23.9%
-40.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.4% | +10.3% |
| 7D | +71.2% | +1.1% | +70.1% | +71.0% |
| 30D | +39.1% | +6.9% | +32.2% | +42.0% |
| 3M | +16.5% | +8.0% | +8.5% | +20.7% |
| 6M | -16.6% | +24.3% | -40.8% | +2.1% |
| All | -16.6% | +23.9% | -40.5% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling