+100.9%
JNJ vs ACWI
+58.7%
+42.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +3.5% | +2.4% | +1.0% | +3.0% |
| 30D | +12.5% | -1.7% | +14.2% | +12.8% |
| 3M | +9.6% | -3.9% | +13.5% | +10.2% |
| 6M | +25.3% | +0.8% | +24.5% | +24.9% |
| YTD | +40.3% | +11.0% | +29.3% | +37.1% |
| 1Y | +49.6% | +13.1% | +36.6% | +45.6% |
| 3Y | +110.8% | +73.9% | +36.9% | +83.8% |
| All | +100.9% | +58.7% | +42.2% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling