+662.1%
JNJ vs AG
+264.0%
+398.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.3% | +6.4% | +1.2% |
| 7D | +4.1% | -6.0% | +10.2% | +4.3% |
| 30D | +14.0% | -14.3% | +28.4% | +14.5% |
| 3M | +9.2% | -26.9% | +36.1% | +10.0% |
| 6M | +27.8% | -42.1% | +69.9% | +29.3% |
| YTD | +39.2% | -15.9% | +55.1% | +38.9% |
| 1Y | +49.1% | +11.5% | +37.6% | +47.5% |
| 3Y | +109.7% | +208.0% | -98.3% | +99.1% |
| 5Y | +97.6% | +2.4% | +95.1% | +92.2% |
| 10Y | +214.1% | +77.0% | +137.1% | +192.1% |
| All | +662.1% | +264.0% | +398.0% | +492.9% |
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