+54.9%
JNJ vs AR
+22.8%
+32.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.3% | -1.3% | -3.0% | -4.3% |
| 30D | +3.0% | +3.5% | -0.5% | +3.0% |
| 3M | +12.2% | +9.9% | +2.3% | +12.0% |
| 6M | +10.5% | +4.5% | +5.9% | +10.2% |
| YTD | +30.8% | +13.7% | +17.1% | +30.1% |
| 1Y | +54.9% | +19.2% | +35.7% | +55.4% |
| All | +54.9% | +22.8% | +32.1% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling