+918.3%
JNJ vs A
+442.5%
+475.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | -3.5% | -2.6% | -0.9% | -3.2% |
| 30D | +2.3% | -0.9% | +3.2% | +2.4% |
| 3M | +12.0% | +13.6% | -1.7% | +10.2% |
| 6M | +10.5% | +27.8% | -17.4% | +6.9% |
| YTD | +30.4% | +8.6% | +21.8% | +28.5% |
| 1Y | +52.1% | +16.9% | +35.3% | +48.4% |
| 3Y | +77.8% | +32.9% | +44.9% | +69.4% |
| 5Y | +82.9% | -14.1% | +97.0% | +81.8% |
| 10Y | +194.8% | +254.1% | -59.3% | +150.6% |
| All | +918.3% | +442.5% | +475.8% | +666.2% |
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