+195.7%
JNJ vs APH
+1,046.9%
-851.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +4.3% | -3.3% | +7.7% | +4.7% |
| 3M | +16.5% | +14.0% | +2.4% | +13.6% |
| 6M | +13.1% | +24.4% | -11.3% | +8.3% |
| YTD | +32.1% | +21.4% | +10.7% | +25.9% |
| 1Y | +54.5% | +48.9% | +5.5% | +41.0% |
| 3Y | +82.5% | +290.1% | -207.6% | +26.4% |
| 5Y | +80.0% | +352.8% | -272.8% | +16.2% |
| 10Y | +195.7% | +1,041.3% | -845.6% | +34.1% |
| All | +195.7% | +1,046.9% | -851.3% | +34.1% |
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