+909.9%
JNJ vs AGG
+96.0%
+813.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -1.1% | -2.5% | -3.5% |
| 30D | +2.3% | -1.1% | +3.5% | +2.3% |
| 3M | +12.0% | -1.9% | +13.9% | +12.0% |
| 6M | +10.5% | -1.7% | +12.2% | +10.5% |
| YTD | +30.4% | -1.3% | +31.7% | +30.4% |
| 1Y | +52.1% | -0.7% | +52.9% | +52.2% |
| 3Y | +77.8% | +12.5% | +65.3% | +79.0% |
| 5Y | +82.9% | -2.5% | +85.4% | +79.3% |
| 10Y | +194.8% | +14.2% | +180.6% | +198.6% |
| All | +909.9% | +96.0% | +813.9% | +937.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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