+80.0%
JNJ vs APD
+26.2%
+53.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -0.8% | -2.5% | +1.7% | -0.4% |
| 30D | +4.3% | -1.9% | +6.2% | +4.6% |
| 3M | +16.5% | +8.2% | +8.3% | +15.0% |
| 6M | +13.1% | +10.7% | +2.4% | +11.3% |
| YTD | +32.1% | +22.9% | +9.2% | +27.8% |
| 1Y | +54.5% | +5.8% | +48.7% | +52.6% |
| 3Y | +82.5% | +7.8% | +74.8% | +78.2% |
| 5Y | +80.0% | +26.1% | +53.9% | +66.7% |
| All | +80.0% | +26.2% | +53.8% | +66.7% |
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