+87.3%
JNJ vs AXP
+114.8%
-27.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.2% |
| 7D | +2.7% | -2.1% | +4.8% | +2.7% |
| 30D | +7.4% | -6.5% | +13.9% | +7.3% |
| 3M | +21.2% | +4.6% | +16.6% | +21.1% |
| 6M | +13.4% | +5.4% | +8.0% | +13.3% |
| YTD | +35.1% | -11.1% | +46.3% | +35.2% |
| 1Y | +57.4% | -0.3% | +57.7% | +56.9% |
| All | +87.3% | +114.8% | -27.5% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling