+146.2%
JNJ vs ACI
+32.8%
+113.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.8% |
| 7D | +3.5% | +2.3% | +1.2% | +3.3% |
| 30D | +12.5% | +1.2% | +11.3% | +12.4% |
| 3M | +9.6% | +6.8% | +2.8% | +9.0% |
| 6M | +25.3% | -18.7% | +44.1% | +26.6% |
| YTD | +40.3% | -20.2% | +60.5% | +41.7% |
| 1Y | +49.6% | -23.7% | +73.4% | +51.6% |
| 3Y | +110.8% | -31.6% | +142.4% | +114.8% |
| 5Y | +99.1% | -42.8% | +141.9% | +103.2% |
| All | +146.2% | +32.8% | +113.3% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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