+219.1%
JNJ vs ADM
+127.5%
+91.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | +14.0% | -14.7% | +28.7% | +18.2% |
| 3M | +9.2% | -10.4% | +19.6% | +11.7% |
| 6M | +27.8% | -10.9% | +38.7% | +30.5% |
| YTD | +39.2% | +26.0% | +13.2% | +29.9% |
| 1Y | +49.1% | +26.5% | +22.7% | +39.0% |
| 3Y | +109.7% | +8.2% | +101.5% | +98.9% |
| 5Y | +97.6% | +24.0% | +73.6% | +72.6% |
| All | +219.1% | +127.5% | +91.6% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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