+82.7%
JNJ vs ASX
+490.0%
-407.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.7% |
| 7D | -3.0% | +11.1% | -14.1% | -2.7% |
| 30D | +2.5% | +9.6% | -7.1% | +2.8% |
| 3M | +13.2% | +18.6% | -5.4% | +13.5% |
| 6M | +11.3% | +92.1% | -80.9% | +11.1% |
| YTD | +31.1% | +158.5% | -127.3% | +30.8% |
| 1Y | +54.3% | +271.9% | -217.6% | +53.9% |
| 3Y | +81.1% | +465.2% | -384.1% | +77.4% |
| 5Y | +82.7% | +479.4% | -396.7% | +73.1% |
| All | +82.7% | +490.0% | -407.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 5y: compounded portfolio wealth divided by compounded ASX 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…
5y analysis · Full analysis span regression · 6 months rolling