+98.3%
JNJ vs APH
+258.9%
-160.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +1.8% |
| 7D | +1.1% | -5.9% | +7.0% | +0.6% |
| 30D | +6.9% | -14.8% | +21.7% | +5.6% |
| 3M | +8.0% | -12.4% | +20.4% | +7.0% |
| 6M | +24.3% | +8.1% | +16.2% | +25.1% |
| YTD | +35.6% | +10.9% | +24.7% | +37.4% |
| 1Y | +51.1% | +8.8% | +42.3% | +52.9% |
| 3Y | +98.3% | +262.1% | -163.8% | +110.4% |
| All | +98.3% | +258.9% | -160.6% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling