+207.8%
JNJ vs ACGL
+332.3%
-124.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +4.3% | -1.1% | +5.4% | +4.5% |
| 30D | +7.9% | +13.1% | -5.2% | +4.6% |
| 3M | +9.4% | +9.8% | -0.4% | +6.8% |
| 6M | +28.8% | +15.3% | +13.6% | +24.3% |
| YTD | +38.5% | +12.7% | +25.8% | +34.1% |
| 1Y | +54.6% | +20.7% | +33.9% | +47.2% |
| 3Y | +108.4% | +34.3% | +74.1% | +91.0% |
| 5Y | +99.6% | +170.6% | -71.0% | +49.4% |
| 10Y | +207.8% | +330.6% | -122.8% | +96.1% |
| All | +207.8% | +332.3% | -124.6% | +96.1% |
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