+8,682.5%
JNJ vs ADP
+11,097.1%
-2,414.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.5% |
| 7D | +2.7% | -3.4% | +6.1% | +3.8% |
| 30D | +7.4% | +2.8% | +4.6% | +6.4% |
| 3M | +21.2% | +20.9% | +0.3% | +14.2% |
| 6M | +13.4% | +29.9% | -16.5% | +3.9% |
| YTD | +35.1% | +9.6% | +25.5% | +30.0% |
| 1Y | +57.4% | -5.3% | +62.7% | +58.2% |
| 3Y | +86.8% | +16.5% | +70.3% | +74.5% |
| 5Y | +80.8% | +49.4% | +31.4% | +53.8% |
| 10Y | +202.7% | +282.2% | -79.5% | +86.1% |
| All | +8,682.5% | +11,097.1% | -2,414.7% | +1,473.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling