+73.0%
JNJ vs ADVB
-97.5%
+170.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.4% |
| 7D | +1.1% | -13.9% | +15.0% | +1.1% |
| 30D | +6.9% | -68.1% | +75.0% | +7.1% |
| 3M | +8.0% | -73.4% | +81.4% | +8.3% |
| 6M | +24.3% | -70.8% | +95.1% | +25.4% |
| YTD | +35.6% | -66.1% | +101.7% | +36.5% |
| 1Y | +51.1% | -77.5% | +128.6% | +52.4% |
| All | +73.0% | -97.5% | +170.6% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling