+8,682.5%
JNJ vs ADI
+36,130.1%
-27,447.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | +2.7% | +0.4% | +2.2% | +2.6% |
| 30D | +7.4% | -3.8% | +11.2% | +7.7% |
| 3M | +21.2% | -15.3% | +36.5% | +22.6% |
| 6M | +13.4% | +6.7% | +6.7% | +12.1% |
| YTD | +35.1% | +34.8% | +0.4% | +30.6% |
| 1Y | +57.4% | +49.0% | +8.4% | +50.6% |
| 3Y | +86.8% | +108.1% | -21.3% | +71.1% |
| 5Y | +80.8% | +142.4% | -61.6% | +61.7% |
| 10Y | +202.7% | +589.9% | -387.2% | +142.8% |
| All | +8,682.5% | +36,130.1% | -27,447.7% | +3,431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling