+54.9%
JNJ vs AG
+119.5%
-64.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.3% |
| 7D | -4.3% | -5.8% | +1.5% | -4.4% |
| 30D | +3.0% | +6.4% | -3.3% | +3.0% |
| 3M | +12.2% | +28.4% | -16.1% | +12.2% |
| 6M | +10.5% | -24.5% | +34.9% | +11.0% |
| YTD | +30.8% | +21.2% | +9.6% | +31.1% |
| 1Y | +54.9% | +114.1% | -59.2% | +55.0% |
| All | +54.9% | +119.5% | -64.5% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling