+100.6%
JNJ vs EXE
+165.2%
-64.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +3.5% | +5.3% | -1.9% | +3.3% |
| 30D | +12.5% | -2.2% | +14.7% | +12.6% |
| 3M | +9.6% | -5.9% | +15.5% | +9.7% |
| 6M | +25.3% | -5.7% | +31.1% | +25.5% |
| YTD | +40.3% | -17.8% | +58.1% | +40.9% |
| 1Y | +49.6% | -23.1% | +72.8% | +50.6% |
| 3Y | +110.8% | +21.2% | +89.6% | +108.4% |
| 5Y | +99.1% | +78.8% | +20.3% | +95.1% |
| All | +100.6% | +165.2% | -64.6% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling