+221.6%
JNJ vs ADM
+133.7%
+87.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | +3.5% | +4.2% | -0.7% | +2.5% |
| 30D | +12.5% | -12.8% | +25.4% | +16.1% |
| 3M | +9.6% | -8.5% | +18.0% | +11.5% |
| 6M | +25.3% | -10.9% | +36.3% | +28.0% |
| YTD | +40.3% | +29.4% | +10.9% | +30.2% |
| 1Y | +49.6% | +27.5% | +22.1% | +39.2% |
| 3Y | +110.8% | +10.3% | +100.4% | +99.1% |
| 5Y | +99.1% | +27.4% | +71.8% | +72.9% |
| All | +221.6% | +133.7% | +87.9% | +111.4% |
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