+583.5%
JNJ vs APTV
+138.1%
+445.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +3.5% | -1.7% | +5.2% | +3.6% |
| 30D | +12.5% | -11.6% | +24.1% | +13.7% |
| 3M | +9.6% | -21.2% | +30.8% | +11.8% |
| 6M | +25.3% | -28.5% | +53.9% | +28.2% |
| YTD | +40.3% | -49.1% | +89.4% | +47.7% |
| 1Y | +49.6% | -52.2% | +101.8% | +58.5% |
| 3Y | +110.8% | -48.6% | +159.4% | +118.2% |
| 5Y | +99.1% | -77.3% | +176.4% | +123.2% |
| 10Y | +216.6% | -26.9% | +243.4% | +185.1% |
| All | +583.5% | +138.1% | +445.5% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling