+207.8%
JNJ vs APH
+978.7%
-770.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.2% | -6.1% | +1.2% |
| 7D | +4.3% | +1.1% | +3.2% | +3.9% |
| 30D | +7.9% | -7.5% | +15.4% | +8.6% |
| 3M | +9.4% | -4.4% | +13.8% | +9.5% |
| 6M | +28.8% | +26.5% | +2.4% | +22.8% |
| YTD | +38.5% | +20.0% | +18.5% | +31.7% |
| 1Y | +54.6% | +16.9% | +37.8% | +47.4% |
| 3Y | +108.4% | +288.5% | -180.1% | +43.9% |
| 5Y | +99.6% | +310.3% | -210.7% | +33.2% |
| 10Y | +207.8% | +951.3% | -743.5% | +45.4% |
| All | +207.8% | +978.7% | -770.9% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling