+5,706.7%
JNJ vs ALL
+3,771.2%
+1,935.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +14.0% | +12.8% | +1.2% | +10.9% |
| 3M | +9.2% | +4.7% | +4.5% | +7.9% |
| 6M | +27.8% | +24.9% | +2.8% | +21.1% |
| YTD | +39.2% | +30.0% | +9.2% | +30.4% |
| 1Y | +49.1% | +29.9% | +19.2% | +39.7% |
| 3Y | +109.7% | +117.5% | -7.9% | +72.8% |
| 5Y | +97.6% | +161.7% | -64.1% | +53.4% |
| 10Y | +214.1% | +377.1% | -163.0% | +110.0% |
| All | +5,706.7% | +3,771.2% | +1,935.4% | +2,259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling