+9,018.2%
JNJ vs APA
+942.5%
+8,075.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.7% |
| 7D | +3.5% | +8.5% | -5.1% | +2.8% |
| 30D | +12.5% | +2.8% | +9.8% | +12.2% |
| 3M | +9.6% | +21.7% | -12.1% | +7.6% |
| 6M | +25.3% | +32.6% | -7.3% | +22.0% |
| YTD | +40.3% | +103.7% | -63.4% | +31.3% |
| 1Y | +49.6% | +101.8% | -52.2% | +40.0% |
| 3Y | +110.8% | +48.1% | +62.7% | +99.0% |
| 5Y | +99.1% | +91.9% | +7.2% | +79.3% |
| 10Y | +216.6% | +8.4% | +208.2% | +170.4% |
| All | +9,018.2% | +942.5% | +8,075.7% | +6,060.2% |
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