+83.7%
JNJ vs APH
+350.9%
-267.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | +2.7% | +5.0% | -2.3% | +2.8% |
| 30D | +7.4% | -3.9% | +11.3% | +7.3% |
| 3M | +21.2% | +13.0% | +8.2% | +21.2% |
| 6M | +13.4% | +25.2% | -11.7% | +13.3% |
| YTD | +35.1% | +22.9% | +12.2% | +34.9% |
| 1Y | +57.4% | +47.8% | +9.6% | +57.0% |
| 3Y | +86.8% | +283.0% | -196.3% | +71.5% |
| All | +83.7% | +350.9% | -267.2% | +60.0% |
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