+1,028.6%
JNJ vs ASX
+3,703.9%
-2,675.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -3.5% | +5.2% | -8.7% | -3.9% |
| 30D | +2.3% | +0.5% | +1.8% | +2.2% |
| 3M | +12.0% | +8.3% | +3.6% | +10.5% |
| 6M | +10.5% | +82.0% | -71.6% | +4.1% |
| YTD | +30.4% | +147.6% | -117.2% | +19.6% |
| 1Y | +52.1% | +258.8% | -206.7% | +35.1% |
| 3Y | +77.8% | +452.1% | -374.3% | +49.8% |
| 5Y | +82.9% | +441.7% | -358.8% | +52.3% |
| 10Y | +194.8% | +946.1% | -751.3% | +124.9% |
| All | +1,028.6% | +3,703.9% | -2,675.3% | +627.7% |
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