+5,194.8%
JNJ vs APH
+61,451.9%
-56,257.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -47.8% | +51.3% | +8.0% |
| 7D | +3.6% | -48.7% | +52.3% | +8.2% |
| 30D | +7.4% | -51.9% | +59.3% | +12.9% |
| 3M | +21.2% | -43.6% | +64.8% | +24.9% |
| 6M | +13.4% | -37.5% | +50.9% | +15.3% |
| YTD | +35.1% | -38.6% | +73.8% | +37.0% |
| 1Y | +57.4% | -26.3% | +83.8% | +56.2% |
| 3Y | +86.8% | +89.2% | -2.4% | +64.2% |
| 5Y | +80.8% | +119.8% | -39.0% | +55.2% |
| 10Y | +202.7% | +454.3% | -251.5% | +133.6% |
| All | +5,194.8% | +61,451.9% | -56,257.1% | +3,189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling