+5,536.9%
JNJ vs ALL
+3,667.9%
+1,869.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +7.4% | -1.5% | +8.9% | +7.7% |
| 3M | +21.2% | +23.6% | -2.4% | +15.4% |
| 6M | +13.4% | +22.3% | -8.9% | +8.1% |
| YTD | +35.1% | +26.5% | +8.6% | +27.6% |
| 1Y | +57.4% | +27.0% | +30.4% | +48.3% |
| 3Y | +86.8% | +149.6% | -62.8% | +49.2% |
| 5Y | +80.8% | +118.1% | -37.3% | +46.5% |
| 10Y | +202.7% | +369.0% | -166.2% | +103.5% |
| All | +5,536.9% | +3,667.9% | +1,869.0% | +2,208.9% |
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