+107.7%
JNJ vs ADP
+43.9%
+63.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +5.5% | +3.2% | +2.3% | +4.9% |
| 30D | +7.4% | +12.8% | -5.4% | +5.4% |
| 3M | +7.8% | +12.3% | -4.5% | +5.8% |
| 6M | +28.2% | +45.4% | -17.2% | +21.1% |
| YTD | +37.9% | +21.4% | +16.5% | +35.6% |
| 1Y | +52.4% | +23.7% | +28.7% | +49.1% |
| 3Y | +107.7% | +43.6% | +64.0% | +89.7% |
| All | +107.7% | +43.9% | +63.8% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling