+995.6%
JNJ vs A
+543.3%
+452.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | +3.5% | -0.5% | +3.9% | +3.5% |
| 30D | +12.5% | 0.0% | +12.6% | +12.5% |
| 3M | +9.6% | +16.7% | -7.1% | +7.5% |
| 6M | +25.3% | +54.8% | -29.5% | +18.6% |
| YTD | +40.3% | +28.8% | +11.5% | +35.4% |
| 1Y | +49.6% | +19.3% | +30.3% | +45.7% |
| 3Y | +110.8% | +65.5% | +45.2% | +95.7% |
| 5Y | +99.1% | +12.1% | +87.1% | +91.8% |
| 10Y | +216.6% | +305.4% | -88.8% | +164.5% |
| All | +995.6% | +543.3% | +452.3% | +707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling