+82.5%
JNJ vs EXC
+21.1%
+61.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | +4.3% | -2.7% | +7.0% | +5.3% |
| 3M | +16.5% | -1.0% | +17.5% | +17.0% |
| 6M | +13.1% | -9.3% | +22.4% | +16.7% |
| YTD | +32.1% | +3.6% | +28.5% | +30.4% |
| 1Y | +54.5% | +5.9% | +48.6% | +51.0% |
| 3Y | +82.5% | +21.3% | +61.2% | +68.0% |
| All | +82.5% | +21.1% | +61.5% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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