+193.4%
JNJ vs ACN
+91.1%
+102.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -4.3% | -7.9% | +3.5% | -2.6% |
| 30D | +3.0% | -1.1% | +4.1% | +3.2% |
| 3M | +12.2% | +5.6% | +6.6% | +10.0% |
| 6M | +10.5% | -9.9% | +20.4% | +11.7% |
| YTD | +30.8% | -32.3% | +63.1% | +41.2% |
| 1Y | +54.9% | -25.3% | +80.2% | +62.2% |
| 3Y | +80.7% | -42.3% | +122.9% | +98.7% |
| 5Y | +83.4% | -43.5% | +126.9% | +98.2% |
| All | +193.4% | +91.1% | +102.3% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling