+80.0%
JNJ vs ADP
+47.6%
+32.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.6% |
| 7D | -0.8% | -5.5% | +4.7% | +0.3% |
| 30D | +4.3% | -1.2% | +5.6% | +4.5% |
| 3M | +16.5% | +17.9% | -1.4% | +12.8% |
| 6M | +13.1% | +20.3% | -7.2% | +9.1% |
| YTD | +32.1% | +5.8% | +26.3% | +30.9% |
| 1Y | +54.5% | -7.7% | +62.2% | +58.1% |
| 3Y | +82.5% | +14.7% | +67.8% | +76.4% |
| 5Y | +80.0% | +45.8% | +34.2% | +59.8% |
| All | +80.0% | +47.6% | +32.5% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling