+83.4%
JNJ vs ACHR
-44.8%
+128.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -4.3% | -5.4% | +1.0% | -4.4% |
| 30D | +3.0% | -19.7% | +22.8% | +2.9% |
| 3M | +12.2% | +7.9% | +4.3% | +12.4% |
| 6M | +10.5% | -13.8% | +24.2% | +10.5% |
| YTD | +30.8% | -27.5% | +58.3% | +30.8% |
| 1Y | +54.9% | -33.9% | +88.9% | +55.0% |
| 3Y | +80.7% | -20.0% | +100.6% | +80.0% |
| 5Y | +83.4% | -44.0% | +127.4% | +84.0% |
| All | +83.4% | -44.8% | +128.2% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 5y: compounded portfolio wealth divided by compounded ACHR 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…
5y analysis · Full analysis span regression · 6 months rolling