+24.3%
JNJ vs AR
-4.6%
+28.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.5% |
| 7D | +1.1% | -14.3% | +15.4% | +1.6% |
| 30D | +6.9% | +1.4% | +5.4% | +6.3% |
| 3M | +8.0% | +3.4% | +4.6% | +7.0% |
| 6M | +24.3% | -2.1% | +26.4% | +21.7% |
| All | +24.3% | -4.6% | +28.9% | +21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling