+8,714.0%
JNJ vs AXP
+6,571.9%
+2,142.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.7% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +6.9% | +5.8% | +1.0% | +5.6% |
| 3M | +8.0% | -6.0% | +14.0% | +9.3% |
| 6M | +24.3% | +0.3% | +24.0% | +23.8% |
| YTD | +35.6% | -12.3% | +47.9% | +38.1% |
| 1Y | +51.1% | -11.2% | +62.3% | +53.4% |
| 3Y | +98.3% | +117.0% | -18.7% | +64.2% |
| 5Y | +94.3% | +93.2% | +1.2% | +61.4% |
| 10Y | +214.9% | +461.2% | -246.2% | +99.2% |
| All | +8,714.0% | +6,571.9% | +2,142.2% | +2,665.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling