+558.4%
JNJ vs APTV
+194.6%
+363.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.4% |
| 7D | +2.7% | +4.8% | -2.1% | +2.2% |
| 30D | +7.4% | +2.0% | +5.4% | +7.1% |
| 3M | +21.2% | -34.2% | +55.5% | +25.5% |
| 6M | +13.4% | -34.7% | +48.1% | +17.1% |
| YTD | +35.1% | -37.0% | +72.1% | +39.7% |
| 1Y | +57.4% | -40.4% | +97.8% | +63.4% |
| 3Y | +86.8% | -54.1% | +140.9% | +96.8% |
| 5Y | +80.8% | -68.0% | +148.8% | +95.3% |
| 10Y | +202.7% | -15.5% | +218.3% | +170.7% |
| All | +558.4% | +194.6% | +363.8% | +375.0% |
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 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