+77.6%
JNJ vs ADVB
-95.9%
+173.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +42.7% | -41.6% | +1.0% |
| 7D | +4.1% | +74.2% | -70.1% | +3.9% |
| 30D | +14.0% | -35.9% | +49.9% | +14.1% |
| 3M | +9.2% | -56.4% | +65.7% | +9.4% |
| 6M | +27.8% | -36.7% | +64.5% | +28.5% |
| YTD | +39.2% | -43.3% | +82.5% | +39.9% |
| 1Y | +49.1% | -63.4% | +112.5% | +50.3% |
| All | +77.6% | -95.9% | +173.5% | +81.2% |
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