+76.7%
JNJ vs ADVB
-97.4%
+174.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +2.1% |
| 7D | +4.3% | -1.2% | +5.5% | +4.3% |
| 30D | +7.9% | -61.4% | +69.3% | +8.1% |
| 3M | +9.4% | -67.8% | +77.2% | +9.6% |
| 6M | +28.8% | -66.9% | +95.7% | +29.9% |
| YTD | +38.5% | -64.9% | +103.4% | +39.4% |
| 1Y | +54.6% | -74.8% | +129.4% | +55.9% |
| All | +76.7% | -97.4% | +174.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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