+500.0%
APP vs JNJ
+100.0%
+400.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.4% | +10.4% |
| 7D | +71.2% | +1.1% | +70.1% | +71.7% |
| 30D | +39.1% | +6.9% | +32.2% | +42.5% |
| 3M | +16.5% | +8.0% | +8.5% | +20.0% |
| 6M | -16.6% | +24.3% | -40.8% | -9.0% |
| YTD | -41.9% | +35.6% | -77.6% | -35.1% |
| 1Y | -37.0% | +51.1% | -88.1% | -27.5% |
| 3Y | +892.4% | +98.3% | +794.2% | +1,100.6% |
| 5Y | +297.3% | +94.3% | +203.0% | +398.8% |
| All | +500.0% | +100.0% | +400.0% | +670.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling