+3,146.1%
JNJ vs ACGL
+4,429.2%
-1,283.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +7.4% | -1.0% | +8.4% | +7.5% |
| 3M | +21.2% | +11.0% | +10.2% | +19.4% |
| 6M | +13.4% | -0.3% | +13.7% | +13.4% |
| YTD | +35.1% | +2.3% | +32.9% | +34.6% |
| 1Y | +57.4% | +6.4% | +51.1% | +55.8% |
| 3Y | +86.8% | +34.0% | +52.8% | +77.8% |
| 5Y | +80.8% | +161.6% | -80.8% | +55.2% |
| 10Y | +202.7% | +278.6% | -75.8% | +143.4% |
| All | +3,146.1% | +4,429.2% | -1,283.1% | +2,184.8% |
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