+221.6%
JNJ vs AG
+76.0%
+145.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.8% |
| 7D | +3.5% | -10.0% | +13.4% | +3.6% |
| 30D | +12.5% | -10.5% | +23.0% | +12.7% |
| 3M | +9.6% | -27.3% | +36.8% | +10.1% |
| 6M | +25.3% | -43.0% | +68.3% | +26.4% |
| YTD | +40.3% | -17.9% | +58.2% | +40.1% |
| 1Y | +49.6% | +11.9% | +37.7% | +48.4% |
| 3Y | +110.8% | +201.8% | -91.0% | +103.1% |
| 5Y | +99.1% | -0.1% | +99.2% | +95.7% |
| All | +221.6% | +76.0% | +145.6% | +209.0% |
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