+5,041.9%
JNJ vs AZO
+41,812.3%
-36,770.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.3% | -2.9% | -1.4% | -3.9% |
| 30D | +3.0% | -5.3% | +8.3% | +3.9% |
| 3M | +12.2% | -7.3% | +19.6% | +13.5% |
| 6M | +10.5% | -22.7% | +33.1% | +14.8% |
| YTD | +30.8% | -15.0% | +45.8% | +33.7% |
| 1Y | +54.9% | -32.2% | +87.2% | +64.1% |
| 3Y | +80.7% | +10.0% | +70.6% | +76.0% |
| 5Y | +83.4% | +85.8% | -2.4% | +62.8% |
| 10Y | +195.7% | +298.9% | -103.2% | +127.9% |
| All | +5,041.9% | +41,812.3% | -36,770.4% | +1,770.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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