+8,847.8%
JNJ vs EXC
+2,464.5%
+6,383.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.5% | -1.4% | +2.8% | +1.8% |
| 30D | +6.3% | +8.3% | -2.0% | +4.1% |
| 3M | +8.5% | +2.6% | +5.8% | +7.7% |
| 6M | +28.0% | +5.2% | +22.8% | +26.3% |
| YTD | +37.7% | +7.5% | +30.1% | +34.8% |
| 1Y | +47.9% | +3.2% | +44.8% | +46.3% |
| 3Y | +107.4% | +29.5% | +77.8% | +92.3% |
| 5Y | +97.7% | +39.7% | +58.1% | +78.2% |
| 10Y | +210.7% | +200.1% | +10.6% | +126.3% |
| All | +8,847.8% | +2,464.5% | +6,383.3% | +3,088.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling