+639.2%
JNJ vs ACWI
+330.0%
+309.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +1.1% | -2.4% | +3.5% | +2.2% |
| 30D | +6.9% | -5.2% | +12.1% | +9.5% |
| 3M | +8.0% | -4.8% | +12.8% | +10.4% |
| 6M | +24.3% | -1.3% | +25.6% | +24.4% |
| YTD | +35.6% | +8.4% | +27.2% | +29.4% |
| 1Y | +51.1% | +11.0% | +40.0% | +42.4% |
| 3Y | +98.3% | +70.6% | +27.7% | +48.4% |
| 5Y | +94.3% | +55.3% | +39.0% | +50.5% |
| 10Y | +214.9% | +223.2% | -8.2% | +63.4% |
| All | +639.2% | +330.0% | +309.3% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling