+86.5%
JNJ vs EXE
+182.2%
-95.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -3.5% | -3.1% | -0.4% | -3.4% |
| 30D | +2.3% | -0.9% | +3.2% | +2.3% |
| 3M | +12.0% | +9.6% | +2.4% | +11.6% |
| 6M | +10.5% | -11.6% | +22.1% | +10.8% |
| YTD | +30.4% | -12.6% | +43.0% | +30.8% |
| 1Y | +52.1% | +1.2% | +51.0% | +51.9% |
| 3Y | +77.8% | +18.0% | +59.8% | +76.1% |
| 5Y | +82.9% | +101.1% | -18.2% | +78.8% |
| All | +86.5% | +182.2% | -95.7% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling