+51.2%
JNJ vs EXE
-18.4%
+69.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.7% | +3.8% |
| 7D | +1.9% | -4.7% | +6.6% | +2.0% |
| 30D | +9.2% | +1.0% | +8.2% | +9.0% |
| 3M | +8.9% | -5.6% | +14.6% | +9.2% |
| 6M | +24.6% | -12.3% | +36.9% | +25.0% |
| YTD | +35.7% | -19.5% | +55.2% | +37.0% |
| 1Y | +51.2% | -18.9% | +70.1% | +52.8% |
| All | +51.2% | -18.4% | +69.6% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling