+196.5%
JNJ vs AR
+43.0%
+153.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.0% | -1.2% | -1.8% | -2.9% |
| 30D | +2.5% | +5.5% | -3.0% | +2.3% |
| 3M | +13.2% | +12.9% | +0.4% | +12.7% |
| 6M | +11.3% | +0.1% | +11.2% | +11.1% |
| YTD | +31.1% | +13.5% | +17.6% | +30.3% |
| 1Y | +54.3% | +21.6% | +32.8% | +52.8% |
| 3Y | +81.1% | +46.0% | +35.2% | +76.3% |
| 5Y | +82.7% | +143.7% | -61.0% | +71.1% |
| 10Y | +196.5% | +44.3% | +152.2% | +163.6% |
| All | +196.5% | +43.0% | +153.5% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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