+195.7%
JNJ vs ACGL
+263.8%
-68.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.6% |
| 7D | -0.8% | -2.9% | +2.2% | 0.0% |
| 30D | +4.3% | -2.8% | +7.1% | +5.1% |
| 3M | +16.5% | +6.8% | +9.7% | +14.7% |
| 6M | +13.1% | -1.5% | +14.7% | +13.5% |
| YTD | +32.1% | -0.2% | +32.4% | +31.9% |
| 1Y | +54.5% | +5.3% | +49.2% | +52.1% |
| 3Y | +82.5% | +30.3% | +52.3% | +68.4% |
| 5Y | +80.0% | +151.8% | -71.8% | +36.8% |
| 10Y | +195.7% | +266.9% | -71.2% | +92.2% |
| All | +195.7% | +263.8% | -68.2% | +92.2% |
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