+82.7%
JNJ vs ACI
-43.7%
+126.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -3.0% | -5.0% | +2.1% | -2.5% |
| 30D | +2.5% | -2.3% | +4.8% | +2.7% |
| 3M | +13.2% | -23.2% | +36.4% | +15.3% |
| 6M | +11.3% | -29.5% | +40.8% | +14.0% |
| YTD | +31.1% | -28.6% | +59.7% | +34.0% |
| 1Y | +54.3% | -34.0% | +88.4% | +58.8% |
| 3Y | +81.1% | -45.0% | +126.1% | +88.9% |
| 5Y | +82.7% | -44.0% | +126.7% | +89.2% |
| All | +82.7% | -43.7% | +126.4% | +89.2% |
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