+201.3%
JNJ vs ACGL
+329.0%
-127.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.2% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +6.9% | +13.7% | -6.9% | +3.5% |
| 3M | +8.0% | +8.0% | 0.0% | +5.9% |
| 6M | +24.3% | +13.3% | +11.0% | +20.4% |
| YTD | +35.6% | +11.8% | +23.8% | +31.5% |
| 1Y | +51.1% | +22.2% | +28.8% | +43.3% |
| 3Y | +98.3% | +32.5% | +65.8% | +82.4% |
| 5Y | +94.3% | +160.2% | -65.9% | +47.0% |
| All | +201.3% | +329.0% | -127.6% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling