+100.9%
JNJ vs ACI
-42.9%
+143.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | +3.5% | +2.3% | +1.2% | +3.2% |
| 30D | +12.5% | +1.2% | +11.3% | +12.4% |
| 3M | +9.6% | +6.8% | +2.8% | +8.9% |
| 6M | +25.3% | -18.7% | +44.1% | +27.0% |
| YTD | +40.3% | -20.2% | +60.5% | +42.2% |
| 1Y | +49.6% | -23.7% | +73.4% | +52.3% |
| 3Y | +110.8% | -31.6% | +142.4% | +116.3% |
| All | +100.9% | -42.9% | +143.9% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling