+3,157.8%
JNJ vs ACGL
+4,853.1%
-1,695.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.9% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +6.9% | +13.7% | -6.9% | +4.8% |
| 3M | +8.0% | +8.0% | 0.0% | +6.7% |
| 6M | +24.3% | +13.3% | +11.0% | +22.0% |
| YTD | +35.6% | +11.8% | +23.8% | +33.2% |
| 1Y | +51.1% | +22.2% | +28.8% | +46.5% |
| 3Y | +98.3% | +32.5% | +65.8% | +89.0% |
| 5Y | +94.3% | +160.2% | -65.9% | +66.9% |
| 10Y | +214.9% | +338.5% | -123.6% | +148.3% |
| All | +3,157.8% | +4,853.1% | -1,695.2% | +2,161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling