+8,859.6%
JNJ vs AXP
+6,623.2%
+2,236.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +5.5% | -0.6% | +6.1% | +5.6% |
| 30D | +7.4% | +5.0% | +2.4% | +6.3% |
| 3M | +7.8% | -4.2% | +12.0% | +8.6% |
| 6M | +28.2% | +2.9% | +25.3% | +27.1% |
| YTD | +37.9% | -11.6% | +49.4% | +40.2% |
| 1Y | +52.4% | -11.1% | +63.5% | +54.7% |
| 3Y | +107.7% | +116.7% | -9.1% | +72.0% |
| 5Y | +96.5% | +89.6% | +6.9% | +64.0% |
| 10Y | +208.3% | +428.4% | -220.1% | +97.5% |
| All | +8,859.6% | +6,623.2% | +2,236.3% | +2,706.7% |
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