+83.9%
JNJ vs APTV
-70.4%
+154.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | -3.0% | -1.2% | -1.8% | -2.9% |
| 30D | +2.5% | -10.6% | +13.2% | +2.7% |
| 3M | +13.2% | -35.0% | +48.3% | +14.1% |
| 6M | +11.3% | -38.9% | +50.2% | +12.2% |
| YTD | +31.1% | -41.5% | +72.6% | +32.2% |
| 1Y | +54.3% | -45.8% | +100.1% | +56.0% |
| 3Y | +81.1% | -55.7% | +136.8% | +83.5% |
| All | +83.9% | -70.4% | +154.4% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling