+8,682.5%
JNJ vs APA
+815.8%
+7,866.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.9% |
| 7D | +2.7% | +0.5% | +2.1% | +2.6% |
| 30D | +7.4% | +23.4% | -16.0% | +5.5% |
| 3M | +21.2% | +12.7% | +8.5% | +19.8% |
| 6M | +13.4% | +39.4% | -26.0% | +9.8% |
| YTD | +35.1% | +79.0% | -43.8% | +28.0% |
| 1Y | +57.4% | +88.8% | -31.4% | +48.1% |
| 3Y | +86.8% | +6.4% | +80.4% | +81.5% |
| 5Y | +80.8% | +153.0% | -72.2% | +58.3% |
| 10Y | +202.7% | +7.5% | +195.2% | +157.8% |
| All | +8,682.5% | +815.8% | +7,866.7% | +5,907.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling