+57.4%
JNJ vs APH
-25.2%
+82.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -47.8% | +51.3% | +0.4% |
| 7D | +3.6% | -48.7% | +52.3% | +0.4% |
| 30D | +7.4% | -51.9% | +59.3% | +3.7% |
| 3M | +21.2% | -43.6% | +64.8% | +17.5% |
| 6M | +13.4% | -37.5% | +50.9% | +9.9% |
| YTD | +35.1% | -38.6% | +73.8% | +30.7% |
| 1Y | +57.4% | -26.3% | +83.8% | +53.7% |
| All | +57.4% | -25.2% | +82.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1y: compounded portfolio wealth divided by compounded APH 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…
1y analysis · Full analysis span regression · 6 months rolling