+100.9%
JNJ vs APH
+289.4%
-188.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.7% |
| 7D | +3.5% | +4.9% | -1.4% | +3.6% |
| 30D | +12.5% | -5.4% | +17.9% | +12.4% |
| 3M | +9.6% | -5.5% | +15.0% | +9.4% |
| 6M | +25.3% | +25.9% | -0.6% | +25.2% |
| YTD | +40.3% | +16.4% | +23.9% | +40.0% |
| 1Y | +49.6% | +16.5% | +33.2% | +49.4% |
| 3Y | +110.8% | +270.9% | -160.1% | +93.8% |
| All | +100.9% | +289.4% | -188.4% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling