+57.4%
JNJ vs ACN
-24.8%
+82.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.0% |
| 7D | +2.7% | -1.5% | +4.2% | +2.7% |
| 30D | +7.4% | +9.4% | -2.0% | +7.1% |
| 3M | +21.2% | +5.6% | +15.6% | +19.1% |
| 6M | +13.4% | -9.3% | +22.7% | +10.8% |
| YTD | +35.1% | -29.0% | +64.1% | +31.6% |
| 1Y | +57.4% | -24.7% | +82.1% | +54.3% |
| All | +57.4% | -24.8% | +82.2% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling