+99.6%
JNJ vs APD
+12.1%
+87.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.8% |
| 7D | +4.3% | -1.6% | +5.8% | +4.5% |
| 30D | +7.9% | +10.6% | -2.7% | +6.4% |
| 3M | +9.4% | +2.5% | +6.8% | +8.9% |
| 6M | +28.8% | +6.0% | +22.9% | +27.6% |
| YTD | +38.5% | +28.4% | +10.1% | +33.0% |
| 1Y | +54.6% | +22.2% | +32.5% | +49.4% |
| 3Y | +108.4% | +26.6% | +81.8% | +98.5% |
| 5Y | +99.6% | +11.8% | +87.8% | +97.6% |
| All | +99.6% | +12.1% | +87.5% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling