+193.4%
JNJ vs AG
+73.4%
+119.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.2% |
| 7D | -4.3% | -5.8% | +1.5% | -4.2% |
| 30D | +3.0% | +6.4% | -3.3% | +2.9% |
| 3M | +12.2% | +28.4% | -16.1% | +11.6% |
| 6M | +10.5% | -24.5% | +34.9% | +10.9% |
| YTD | +30.8% | +21.2% | +9.6% | +29.8% |
| 1Y | +54.9% | +114.1% | -59.2% | +51.7% |
| 3Y | +80.7% | +268.0% | -187.4% | +73.3% |
| 5Y | +83.4% | +67.3% | +16.1% | +78.3% |
| All | +193.4% | +73.4% | +119.9% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling