+100.9%
JNJ vs EXC
+41.3%
+59.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | +3.5% | +1.4% | +2.1% | +3.0% |
| 30D | +12.5% | +8.6% | +4.0% | +9.6% |
| 3M | +9.6% | +2.4% | +7.2% | +8.6% |
| 6M | +25.3% | +6.5% | +18.9% | +22.9% |
| YTD | +40.3% | +9.0% | +31.3% | +36.2% |
| 1Y | +49.6% | +4.6% | +45.1% | +47.1% |
| 3Y | +110.8% | +33.5% | +77.3% | +91.5% |
| All | +100.9% | +41.3% | +59.7% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling