+110.8%
JNJ vs AXP
+115.2%
-4.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +12.5% | +4.4% | +8.1% | +12.6% |
| 3M | +9.6% | -6.4% | +16.0% | +9.5% |
| 6M | +25.3% | +4.2% | +21.2% | +25.3% |
| YTD | +40.3% | -12.4% | +52.7% | +40.3% |
| 1Y | +49.6% | -11.1% | +60.8% | +49.6% |
| 3Y | +110.8% | +114.9% | -4.1% | +85.1% |
| All | +110.8% | +115.2% | -4.4% | +85.1% |
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