+202.0%
JNJ vs AXP
+471.5%
-269.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.0% |
| 30D | +7.4% | -6.5% | +13.9% | +8.6% |
| 3M | +21.2% | +4.6% | +16.6% | +20.1% |
| 6M | +13.4% | +5.4% | +8.0% | +12.0% |
| YTD | +35.1% | -11.1% | +46.3% | +37.1% |
| 1Y | +57.4% | -0.3% | +57.7% | +56.1% |
| 3Y | +86.8% | +111.6% | -24.8% | +56.3% |
| 5Y | +80.8% | +117.6% | -36.8% | +46.6% |
| All | +202.0% | +471.5% | -269.5% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling