+1,091.6%
JNJ vs ASX
+3,544.9%
-2,453.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.6% | -6.7% | -0.6% |
| 7D | +1.5% | +0.8% | +0.7% | +1.2% |
| 30D | +6.3% | -20.4% | +26.8% | +7.6% |
| 3M | +8.5% | -2.1% | +10.6% | +7.9% |
| 6M | +28.0% | +8.2% | +19.8% | +25.3% |
| YTD | +37.7% | +137.3% | -99.6% | +26.0% |
| 1Y | +47.9% | +155.0% | -107.1% | +34.5% |
| 3Y | +107.4% | +397.9% | -290.6% | +75.4% |
| 5Y | +97.7% | +529.2% | -431.5% | +61.5% |
| 10Y | +210.7% | +1,007.5% | -796.9% | +134.6% |
| All | +1,091.6% | +3,544.9% | -2,453.3% | +666.5% |
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