+83.7%
JNJ vs AXP
+118.2%
-34.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | +2.7% | -2.1% | +4.8% | +2.8% |
| 30D | +7.4% | -6.5% | +13.9% | +7.7% |
| 3M | +21.2% | +4.6% | +16.6% | +20.8% |
| 6M | +13.4% | +5.4% | +8.0% | +12.9% |
| YTD | +35.1% | -11.1% | +46.3% | +35.8% |
| 1Y | +57.4% | -0.3% | +57.7% | +56.8% |
| 3Y | +86.8% | +111.6% | -24.8% | +70.8% |
| All | +83.7% | +118.2% | -34.5% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling