+91.5%
JNJ vs AS
+137.8%
-46.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.5% |
| 7D | +5.5% | +4.5% | +1.0% | +5.5% |
| 30D | +7.4% | +13.2% | -5.8% | +7.4% |
| 3M | +7.8% | -11.9% | +19.7% | +7.8% |
| 6M | +28.2% | -11.6% | +39.8% | +28.3% |
| YTD | +37.9% | -14.7% | +52.6% | +37.8% |
| 1Y | +52.4% | +5.7% | +46.7% | +52.3% |
| All | +91.5% | +137.8% | -46.2% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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