+639.8%
JNJ vs AG
+445.6%
+194.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -1.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | +7.4% | +19.2% | -11.8% | +6.8% |
| 3M | +21.2% | +6.2% | +15.1% | +20.8% |
| 6M | +13.4% | -26.7% | +40.1% | +14.0% |
| YTD | +35.1% | +26.1% | +9.0% | +33.5% |
| 1Y | +57.4% | +131.7% | -74.2% | +52.5% |
| 3Y | +86.8% | +255.3% | -168.6% | +76.8% |
| 5Y | +80.8% | +61.9% | +18.9% | +73.7% |
| 10Y | +202.7% | +72.0% | +130.7% | +182.4% |
| All | +639.8% | +445.6% | +194.1% | +469.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling