+210.7%
JNJ vs AXP
+428.9%
-218.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | -2.9% | +4.3% | +2.0% |
| 30D | +6.3% | +3.7% | +2.6% | +5.7% |
| 3M | +8.5% | -4.9% | +13.4% | +9.3% |
| 6M | +28.0% | +4.1% | +23.9% | +26.8% |
| YTD | +37.7% | -11.7% | +49.4% | +39.7% |
| 1Y | +47.9% | -11.7% | +59.7% | +50.1% |
| 3Y | +107.4% | +116.5% | -9.1% | +72.6% |
| 5Y | +97.7% | +89.5% | +8.2% | +66.0% |
| 10Y | +210.7% | +424.9% | -214.2% | +111.2% |
| All | +210.7% | +428.9% | -218.2% | +111.2% |
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