+391.7%
APP vs JNJ
+99.3%
+292.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +1.8% |
| 7D | +0.9% | +2.7% | -1.8% | +1.9% |
| 30D | -23.3% | +7.4% | -30.6% | -21.2% |
| 3M | -42.6% | +21.2% | -63.9% | -38.1% |
| 6M | -33.6% | +13.4% | -47.0% | -29.7% |
| YTD | -52.4% | +35.1% | -87.6% | -46.9% |
| 1Y | -35.9% | +57.4% | -93.3% | -25.5% |
| 3Y | +642.2% | +86.8% | +555.4% | +806.4% |
| 5Y | +311.1% | +80.8% | +230.3% | +426.3% |
| All | +391.7% | +99.3% | +292.3% | +530.1% |
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 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