+83.4%
JNJ vs AEM
+294.2%
-210.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -4.3% | -5.0% | +0.7% | -4.1% |
| 30D | +3.0% | +8.5% | -5.4% | +2.6% |
| 3M | +12.2% | +29.3% | -17.0% | +10.9% |
| 6M | +10.5% | -12.9% | +23.4% | +11.1% |
| YTD | +30.8% | +16.8% | +14.0% | +29.6% |
| 1Y | +54.9% | +29.8% | +25.1% | +52.5% |
| 3Y | +80.7% | +336.7% | -256.1% | +67.0% |
| 5Y | +83.4% | +299.9% | -216.5% | +69.6% |
| All | +83.4% | +294.2% | -210.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 5y: compounded portfolio wealth divided by compounded AEM 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…
5y analysis · Full analysis span regression · 6 months rolling