+8,422.4%
JNJ vs AEM
+3,500.5%
+4,922.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -3.0% | +3.0% | -6.0% | -3.0% |
| 30D | +2.5% | +12.5% | -10.0% | +2.4% |
| 3M | +13.2% | +26.9% | -13.7% | +13.0% |
| 6M | +11.3% | -9.4% | +20.7% | +11.3% |
| YTD | +31.1% | +20.3% | +10.9% | +30.9% |
| 1Y | +54.3% | +33.8% | +20.5% | +53.9% |
| 3Y | +81.1% | +349.8% | -268.7% | +79.1% |
| 5Y | +82.7% | +301.0% | -218.3% | +80.7% |
| 10Y | +196.5% | +376.1% | -179.6% | +192.9% |
| All | +8,422.4% | +3,500.5% | +4,922.0% | +9,359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling