+82.5%
JNJ vs APD
+10.0%
+72.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | +4.3% | -1.9% | +6.2% | +4.5% |
| 3M | +16.5% | +8.2% | +8.3% | +15.2% |
| 6M | +13.1% | +10.7% | +2.4% | +11.6% |
| YTD | +32.1% | +22.9% | +9.2% | +28.3% |
| 1Y | +54.5% | +5.8% | +48.7% | +52.9% |
| 3Y | +82.5% | +7.8% | +74.8% | +78.6% |
| All | +82.5% | +10.0% | +72.5% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling