+207.8%
JNJ vs ACWI
+226.8%
-19.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.0% |
| 7D | +4.3% | +0.3% | +3.9% | +4.1% |
| 30D | +7.9% | -2.8% | +10.7% | +9.2% |
| 3M | +9.4% | -3.2% | +12.5% | +10.8% |
| 6M | +28.8% | +1.3% | +27.6% | +27.5% |
| YTD | +38.5% | +11.2% | +27.3% | +31.0% |
| 1Y | +54.6% | +13.8% | +40.9% | +44.6% |
| 3Y | +108.4% | +76.2% | +32.2% | +53.8% |
| 5Y | +99.6% | +59.5% | +40.1% | +54.6% |
| 10Y | +207.8% | +222.2% | -14.4% | +55.2% |
| All | +207.8% | +226.8% | -19.1% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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