+895.1%
JNJ vs ACN
+1,705.6%
-810.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.5% |
| 7D | +2.7% | -1.5% | +4.2% | +3.0% |
| 30D | +7.4% | +9.4% | -2.0% | +5.4% |
| 3M | +21.2% | +5.6% | +15.6% | +19.1% |
| 6M | +13.4% | -9.3% | +22.7% | +14.1% |
| YTD | +35.1% | -29.0% | +64.1% | +42.1% |
| 1Y | +57.4% | -24.7% | +82.1% | +63.1% |
| 3Y | +86.8% | -39.8% | +126.6% | +100.0% |
| 5Y | +80.8% | -40.9% | +121.7% | +91.4% |
| 10Y | +202.7% | +91.1% | +111.6% | +149.1% |
| All | +895.1% | +1,705.6% | -810.4% | +480.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling