+79.0%
JNJ vs ADVB
-96.8%
+175.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.6% | +24.4% | +0.8% |
| 7D | +3.5% | +27.8% | -24.3% | +3.4% |
| 30D | +12.5% | -50.8% | +63.3% | +12.6% |
| 3M | +9.6% | -70.5% | +80.1% | +9.8% |
| 6M | +25.3% | -46.7% | +72.1% | +26.0% |
| YTD | +40.3% | -56.7% | +97.0% | +41.0% |
| 1Y | +49.6% | -71.8% | +121.4% | +50.9% |
| All | +79.0% | -96.8% | +175.9% | +82.7% |
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