+51.2%
JNJ vs APA
+107.6%
-56.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.9% | +10.7% | +3.7% |
| 7D | +1.9% | -13.0% | +14.9% | +1.8% |
| 30D | +9.2% | +2.0% | +7.3% | +9.2% |
| 3M | +8.9% | +24.9% | -16.0% | +8.7% |
| 6M | +24.6% | +7.2% | +17.4% | +23.6% |
| YTD | +35.7% | +87.1% | -51.4% | +34.7% |
| 1Y | +51.2% | +107.2% | -56.0% | +51.1% |
| All | +51.2% | +107.6% | -56.4% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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