+196.5%
JNJ vs ALL
+359.1%
-162.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.0% | -2.2% | -0.7% | -2.3% |
| 30D | +2.5% | -5.6% | +8.1% | +4.2% |
| 3M | +13.2% | +17.2% | -4.0% | +8.2% |
| 6M | +11.3% | +23.2% | -12.0% | +4.6% |
| YTD | +31.1% | +23.6% | +7.5% | +22.9% |
| 1Y | +54.3% | +29.2% | +25.2% | +42.5% |
| 3Y | +81.1% | +153.8% | -72.7% | +33.8% |
| 5Y | +82.7% | +116.1% | -33.4% | +38.4% |
| 10Y | +196.5% | +364.8% | -168.3% | +67.4% |
| All | +196.5% | +359.1% | -162.6% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling