+84.2%
JNJ vs AU
+686.2%
-602.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -3.5% | -4.3% | +0.8% | -3.4% |
| 30D | +2.3% | +7.3% | -5.0% | +2.1% |
| 3M | +12.0% | +26.3% | -14.3% | +11.1% |
| 6M | +10.5% | +1.8% | +8.7% | +10.2% |
| YTD | +30.4% | +26.8% | +3.6% | +29.1% |
| 1Y | +52.1% | +66.7% | -14.5% | +49.5% |
| 3Y | +77.8% | +579.1% | -501.3% | +68.6% |
| All | +84.2% | +686.2% | -602.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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