+95.4%
JNJ vs A
+14.8%
+80.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +6.3% | +3.3% | +3.0% | +5.9% |
| 3M | +8.5% | +18.5% | -10.1% | +6.1% |
| 6M | +28.0% | +59.3% | -31.3% | +20.1% |
| YTD | +37.7% | +31.0% | +6.7% | +32.4% |
| 1Y | +47.9% | +19.3% | +28.6% | +44.2% |
| 3Y | +107.4% | +66.8% | +40.6% | +89.3% |
| All | +95.4% | +14.8% | +80.6% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling