+8,947.0%
JNJ vs ADM
+1,585.0%
+7,362.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +4.1% | +0.7% | +3.4% | +4.0% |
| 30D | +14.0% | -14.7% | +28.7% | +17.8% |
| 3M | +9.2% | -10.4% | +19.6% | +11.4% |
| 6M | +27.8% | -10.9% | +38.7% | +30.3% |
| YTD | +39.2% | +26.0% | +13.2% | +31.5% |
| 1Y | +49.1% | +26.5% | +22.7% | +40.7% |
| 3Y | +109.7% | +8.2% | +101.5% | +100.4% |
| 5Y | +97.6% | +24.0% | +73.6% | +80.6% |
| 10Y | +214.1% | +128.4% | +85.7% | +147.3% |
| All | +8,947.0% | +1,585.0% | +7,362.0% | +3,578.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling