+54.5%
JNJ vs ADVB
+10.9%
+43.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.2% |
| 7D | -0.8% | -14.0% | +13.2% | -0.7% |
| 30D | +4.3% | +41.0% | -36.7% | +4.3% |
| 3M | +16.5% | +127.9% | -111.4% | +17.3% |
| 6M | +13.1% | +101.3% | -88.2% | +14.4% |
| YTD | +32.1% | +53.8% | -21.6% | +33.3% |
| 1Y | +54.5% | +4.4% | +50.1% | +57.4% |
| All | +54.5% | +10.9% | +43.6% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling