+82.5%
JNJ vs AG
+272.3%
-189.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -0.8% | +4.5% | -5.2% | -0.8% |
| 30D | +4.3% | +12.9% | -8.5% | +4.3% |
| 3M | +16.5% | +20.9% | -4.5% | +16.4% |
| 6M | +13.1% | -19.5% | +32.7% | +13.4% |
| YTD | +32.1% | +24.8% | +7.3% | +32.0% |
| 1Y | +54.5% | +120.2% | -65.8% | +53.5% |
| 3Y | +82.5% | +279.0% | -196.5% | +79.1% |
| All | +82.5% | +272.3% | -189.7% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling