+80.0%
JNJ vs ALL
+117.0%
-37.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.8% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | +4.3% | -4.7% | +9.0% | +5.3% |
| 3M | +16.5% | +18.4% | -1.9% | +13.0% |
| 6M | +13.1% | +20.5% | -7.4% | +9.3% |
| YTD | +32.1% | +23.5% | +8.6% | +27.0% |
| 1Y | +54.5% | +29.0% | +25.5% | +47.1% |
| 3Y | +82.5% | +153.7% | -71.2% | +54.1% |
| 5Y | +80.0% | +114.8% | -34.8% | +54.7% |
| All | +80.0% | +117.0% | -37.0% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling