+987.1%
JNJ vs A
+539.8%
+447.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | +4.1% | +0.7% | +3.4% | +4.0% |
| 30D | +14.0% | +0.8% | +13.2% | +13.9% |
| 3M | +9.2% | +16.9% | -7.7% | +7.1% |
| 6M | +27.8% | +53.8% | -26.0% | +21.0% |
| YTD | +39.2% | +28.1% | +11.1% | +34.4% |
| 1Y | +49.1% | +15.0% | +34.1% | +45.8% |
| 3Y | +109.7% | +63.1% | +46.6% | +95.1% |
| 5Y | +97.6% | +11.5% | +86.1% | +90.5% |
| 10Y | +214.1% | +303.2% | -89.1% | +162.6% |
| All | +987.1% | +539.8% | +447.3% | +701.9% |
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