+82.7%
JNJ vs AG
+69.4%
+13.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -0.8% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +2.5% | +12.5% | -9.9% | +2.4% |
| 3M | +13.2% | +28.2% | -14.9% | +13.0% |
| 6M | +11.3% | -18.8% | +30.1% | +11.5% |
| YTD | +31.1% | +27.4% | +3.8% | +30.6% |
| 1Y | +54.3% | +132.2% | -77.9% | +52.5% |
| 3Y | +81.1% | +286.9% | -205.7% | +77.1% |
| 5Y | +82.7% | +72.8% | +9.9% | +79.8% |
| All | +82.7% | +69.4% | +13.4% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling