-33.6%
APP vs JNJ
+13.2%
-46.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +1.6% |
| 7D | +0.9% | +2.7% | -1.8% | +2.4% |
| 30D | -23.3% | +7.4% | -30.6% | -19.7% |
| 3M | -42.6% | +21.2% | -63.9% | -32.5% |
| 6M | -33.6% | +13.4% | -47.0% | -25.3% |
| All | -33.6% | +13.2% | -46.8% | -25.3% |
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