+54.9%
JNJ vs A
+14.6%
+40.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | -4.3% | -4.6% | +0.2% | -4.2% |
| 30D | +3.0% | -4.3% | +7.3% | +3.1% |
| 3M | +12.2% | +8.9% | +3.3% | +11.8% |
| 6M | +10.5% | +24.5% | -14.1% | +9.2% |
| YTD | +30.8% | +5.8% | +25.0% | +30.3% |
| 1Y | +54.9% | +16.2% | +38.7% | +53.8% |
| All | +54.9% | +14.6% | +40.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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