+192.5%
JNJ vs APTV
-16.1%
+208.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -3.5% | -5.0% | +1.5% | -3.2% |
| 30D | +2.3% | -6.1% | +8.4% | +2.7% |
| 3M | +12.0% | -33.0% | +45.0% | +14.9% |
| 6M | +10.5% | -35.2% | +45.7% | +13.3% |
| YTD | +30.4% | -40.1% | +70.5% | +34.3% |
| 1Y | +52.1% | -45.6% | +97.7% | +57.7% |
| 3Y | +77.8% | -54.4% | +132.2% | +85.3% |
| 5Y | +82.9% | -68.9% | +151.8% | +94.9% |
| All | +192.5% | -16.1% | +208.6% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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