+195.7%
JNJ vs ACWI
+226.0%
-30.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.0% |
| 7D | -0.8% | +1.1% | -1.8% | -1.2% |
| 30D | +4.3% | -0.2% | +4.5% | +4.4% |
| 3M | +16.5% | +4.7% | +11.8% | +13.8% |
| 6M | +13.1% | +14.5% | -1.3% | +5.9% |
| YTD | +32.1% | +14.6% | +17.5% | +23.4% |
| 1Y | +54.5% | +21.4% | +33.0% | +40.2% |
| 3Y | +82.5% | +77.6% | +4.9% | +34.6% |
| 5Y | +80.0% | +68.1% | +11.9% | +35.6% |
| 10Y | +195.7% | +226.1% | -30.5% | +44.4% |
| All | +195.7% | +226.0% | -30.3% | +44.4% |
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