+80.2%
JNJ vs ACN
-42.3%
+122.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.0% |
| 7D | -0.8% | -4.8% | +4.1% | -0.5% |
| 30D | +4.3% | +1.9% | +2.4% | +4.2% |
| 3M | +16.5% | +3.9% | +12.6% | +15.5% |
| 6M | +13.1% | -15.0% | +28.2% | +13.0% |
| YTD | +32.1% | -31.9% | +64.0% | +33.8% |
| 1Y | +54.5% | -28.5% | +83.0% | +55.7% |
| All | +80.2% | -42.3% | +122.4% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling