+221.6%
JNJ vs ADP
+322.2%
-100.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +3.5% | +2.2% | +1.3% | +2.8% |
| 30D | +12.5% | +10.6% | +2.0% | +9.2% |
| 3M | +9.6% | +12.9% | -3.3% | +5.5% |
| 6M | +25.3% | +50.6% | -25.3% | +10.5% |
| YTD | +40.3% | +23.2% | +17.1% | +30.8% |
| 1Y | +49.6% | +25.3% | +24.4% | +38.8% |
| 3Y | +110.8% | +47.1% | +63.7% | +83.7% |
| 5Y | +99.1% | +50.1% | +49.1% | +69.0% |
| All | +221.6% | +322.2% | -100.5% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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