+83.4%
JNJ vs ACN
-43.7%
+127.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -4.3% | -7.9% | +3.5% | -3.6% |
| 30D | +3.0% | -1.1% | +4.1% | +3.1% |
| 3M | +12.2% | +5.6% | +6.6% | +11.1% |
| 6M | +10.5% | -9.9% | +20.4% | +10.8% |
| YTD | +30.8% | -32.3% | +63.1% | +35.1% |
| 1Y | +54.9% | -25.3% | +80.2% | +57.7% |
| 3Y | +80.7% | -42.3% | +122.9% | +88.2% |
| 5Y | +83.4% | -43.5% | +126.9% | +86.8% |
| All | +83.4% | -43.7% | +127.2% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling