+51.2%
JNJ vs AXP
-6.4%
+57.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.9% |
| 7D | +1.9% | +4.6% | -2.7% | +2.2% |
| 30D | +9.2% | +9.7% | -0.5% | +9.9% |
| 3M | +8.9% | -3.8% | +12.7% | +8.4% |
| 6M | +24.6% | +4.8% | +19.8% | +24.7% |
| YTD | +35.7% | -9.1% | +44.8% | +33.9% |
| 1Y | +51.2% | -6.7% | +57.9% | +49.5% |
| All | +51.2% | -6.4% | +57.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling