+100.9%
JNJ vs APA
+94.1%
+6.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.8% |
| 7D | +3.5% | +8.5% | -5.1% | +3.3% |
| 30D | +12.5% | +2.8% | +9.8% | +12.5% |
| 3M | +9.6% | +21.7% | -12.1% | +9.1% |
| 6M | +25.3% | +32.6% | -7.3% | +24.5% |
| YTD | +40.3% | +103.7% | -63.4% | +37.9% |
| 1Y | +49.6% | +101.8% | -52.2% | +47.1% |
| 3Y | +110.8% | +48.1% | +62.7% | +107.5% |
| All | +100.9% | +94.1% | +6.9% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling