+192.5%
JNJ vs ADI
+670.4%
-477.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.1% | -0.9% |
| 7D | -3.5% | +4.6% | -8.1% | -4.0% |
| 30D | +2.3% | -1.2% | +3.5% | +2.4% |
| 3M | +12.0% | -7.8% | +19.8% | +12.6% |
| 6M | +10.5% | +19.3% | -8.9% | +6.8% |
| YTD | +30.4% | +40.9% | -10.5% | +22.9% |
| 1Y | +52.1% | +54.5% | -2.4% | +41.3% |
| 3Y | +77.8% | +123.4% | -45.6% | +51.9% |
| 5Y | +82.9% | +142.3% | -59.4% | +50.3% |
| All | +192.5% | +670.4% | -477.9% | +89.2% |
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