+933.2%
JNJ vs ACN
+2,341.7%
-1,408.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.5% | -3.8% | +7.3% | +4.2% |
| 30D | +12.5% | +16.5% | -4.0% | +9.1% |
| 3M | +9.6% | +41.5% | -31.9% | +1.7% |
| 6M | +25.3% | +60.1% | -34.7% | +12.6% |
| YTD | +40.3% | -3.9% | +44.2% | +38.3% |
| 1Y | +49.6% | +4.1% | +45.6% | +45.0% |
| 3Y | +110.8% | -15.9% | +126.6% | +110.3% |
| 5Y | +99.1% | -26.3% | +125.5% | +101.3% |
| 10Y | +216.6% | +148.2% | +68.3% | +146.2% |
| All | +933.2% | +2,341.7% | -1,408.5% | +465.5% |
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 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