+221.6%
JNJ vs ADI
+631.6%
-410.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.1% |
| 7D | +3.5% | +9.5% | -6.0% | +2.4% |
| 30D | +12.5% | -1.4% | +13.9% | +12.5% |
| 3M | +9.6% | +4.7% | +4.8% | +8.6% |
| 6M | +25.3% | -7.4% | +32.8% | +25.5% |
| YTD | +40.3% | +48.1% | -7.8% | +31.1% |
| 1Y | +49.6% | +69.6% | -20.0% | +37.0% |
| 3Y | +110.8% | +144.4% | -33.6% | +77.3% |
| 5Y | +99.1% | +134.1% | -35.0% | +65.5% |
| All | +221.6% | +631.6% | -410.0% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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