+55.4%
JNJ vs ALL
+29.8%
+25.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.0% | -2.2% | -0.7% | -2.4% |
| 30D | +2.5% | -5.6% | +8.1% | +3.8% |
| 3M | +13.2% | +17.2% | -4.0% | +10.8% |
| 6M | +11.3% | +23.2% | -12.0% | +8.6% |
| YTD | +31.1% | +23.6% | +7.5% | +27.8% |
| All | +55.4% | +29.8% | +25.6% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling