+82.7%
JNJ vs ADI
+143.1%
-60.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -3.0% | +2.6% | -5.6% | -3.0% |
| 30D | +2.5% | -4.6% | +7.1% | +2.6% |
| 3M | +13.2% | -9.5% | +22.7% | +13.3% |
| 6M | +11.3% | +14.8% | -3.6% | +10.0% |
| YTD | +31.1% | +35.8% | -4.7% | +28.7% |
| 1Y | +54.3% | +48.9% | +5.4% | +50.7% |
| 3Y | +81.1% | +115.6% | -34.4% | +71.5% |
| 5Y | +82.7% | +135.1% | -52.4% | +66.6% |
| All | +82.7% | +143.1% | -60.4% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling