+356.2%
JNJ vs AR
-29.4%
+385.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.2% |
| 7D | +1.5% | +2.1% | -0.6% | +1.4% |
| 30D | +6.3% | +4.5% | +1.8% | +6.1% |
| 3M | +8.5% | +1.0% | +7.5% | +8.3% |
| 6M | +28.0% | +4.4% | +23.6% | +27.6% |
| YTD | +37.7% | +10.9% | +26.8% | +36.8% |
| 1Y | +47.9% | +8.6% | +39.4% | +47.0% |
| 3Y | +107.4% | +48.5% | +58.9% | +101.7% |
| 5Y | +97.7% | +95.7% | +2.0% | +87.4% |
| 10Y | +210.7% | +55.5% | +155.2% | +172.5% |
| All | +356.2% | -29.4% | +385.7% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling