+1,104.8%
JNJ vs ASX
+3,397.4%
-2,292.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.2% | +1.4% |
| 7D | +4.1% | +22.1% | -18.0% | +2.6% |
| 30D | +14.0% | -23.8% | +37.8% | +15.8% |
| 3M | +9.2% | -7.6% | +16.8% | +9.1% |
| 6M | +27.8% | +6.9% | +20.9% | +25.1% |
| YTD | +39.2% | +127.7% | -88.5% | +27.8% |
| 1Y | +49.1% | +144.5% | -95.4% | +36.0% |
| 3Y | +109.7% | +377.8% | -268.1% | +77.8% |
| 5Y | +97.6% | +498.2% | -400.7% | +62.0% |
| 10Y | +214.1% | +962.7% | -748.6% | +137.9% |
| All | +1,104.8% | +3,397.4% | -2,292.6% | +677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling