+137.1%
JNJ vs ACI
+25.9%
+111.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | +7.4% | +5.9% | +1.5% | +7.0% |
| 3M | +21.2% | -19.8% | +41.0% | +22.6% |
| 6M | +13.4% | -24.7% | +38.1% | +15.1% |
| YTD | +35.1% | -24.4% | +59.5% | +37.1% |
| 1Y | +57.4% | -31.5% | +88.9% | +60.7% |
| 3Y | +86.8% | -38.7% | +125.5% | +91.7% |
| 5Y | +80.8% | -42.8% | +123.6% | +85.0% |
| All | +137.1% | +25.9% | +111.2% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling